+265.1%
MU vs MTUM
+9.7%
+255.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.0% | -5.0% | -2.4% |
| 7D | -19.1% | -10.1% | -9.0% | +3.8% |
| 30D | -25.2% | -15.6% | -9.7% | +11.6% |
| 3M | -10.9% | -12.7% | +1.8% | +23.6% |
| 6M | +38.0% | -3.7% | +41.7% | +66.4% |
| YTD | +178.8% | +9.4% | +169.4% | +161.2% |
| 1Y | +265.1% | +10.2% | +254.9% | +237.9% |
| All | +265.1% | +9.7% | +255.5% | +237.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling