+1,311.3%
MU vs MTUM
+112.0%
+1,199.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -0.9% |
| 7D | +2.0% | +1.2% | +0.8% | -0.4% |
| 30D | +12.5% | -1.7% | +14.2% | +16.9% |
| 3M | +9.6% | -0.5% | +10.1% | +17.5% |
| 6M | +142.6% | +22.3% | +120.3% | +87.4% |
| YTD | +242.7% | +21.4% | +221.3% | +171.6% |
| 1Y | +599.3% | +20.0% | +579.2% | +472.4% |
| All | +1,311.3% | +112.0% | +1,199.3% | +440.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling