+95.0%
MTZ vs MTUM
+51.4%
+43.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | +1.0% |
| 7D | +5.0% | +6.6% | -1.6% | -2.3% |
| 30D | -6.0% | -10.8% | +4.8% | +6.6% |
| 3M | -36.1% | -13.8% | -22.3% | -24.3% |
| 6M | -56.9% | -10.7% | -46.2% | -50.8% |
| YTD | -15.9% | +9.1% | -25.0% | -23.8% |
| 1Y | -3.8% | +11.4% | -15.2% | -14.7% |
| 3Y | +272.3% | +88.8% | +183.5% | +106.2% |
| All | +95.0% | +51.4% | +43.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling