+5,731.6%
MU vs MTUM
+357.8%
+5,373.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -2.1% |
| 7D | -4.1% | +0.7% | -4.8% | -5.1% |
| 30D | +7.0% | -2.4% | +9.5% | +11.4% |
| 3M | -2.1% | -3.6% | +1.6% | +8.7% |
| 6M | +133.1% | +23.7% | +109.4% | +90.0% |
| YTD | +241.9% | +22.9% | +219.0% | +184.2% |
| 1Y | +548.8% | +21.8% | +527.0% | +453.7% |
| 3Y | +1,308.2% | +114.4% | +1,193.7% | +513.7% |
| 5Y | +1,260.7% | +79.6% | +1,181.2% | +646.4% |
| All | +5,731.6% | +357.8% | +5,373.8% | +672.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling