+824.8%
MTZ vs MTUM
+608.1%
+216.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +2.5% |
| 7D | +3.6% | +4.1% | -0.6% | -0.6% |
| 30D | -9.6% | -0.2% | -9.4% | -9.2% |
| 3M | -31.9% | -1.9% | -30.0% | -29.7% |
| 6M | -13.8% | +28.1% | -41.9% | -32.2% |
| YTD | +13.3% | +23.6% | -10.3% | -7.5% |
| 1Y | +39.3% | +26.1% | +13.2% | +12.2% |
| 3Y | +168.3% | +116.8% | +51.5% | +34.1% |
| 5Y | +166.4% | +80.0% | +86.4% | +56.4% |
| 10Y | +739.9% | +346.4% | +393.5% | +82.2% |
| All | +824.8% | +608.1% | +216.7% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling