+1,334.0%
MU vs MTUM
+78.5%
+1,255.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.4% |
| 7D | +7.5% | +4.1% | +3.4% | +0.4% |
| 30D | +19.4% | +0.6% | +18.7% | +18.5% |
| 3M | +9.8% | -0.6% | +10.5% | +17.5% |
| 6M | +164.1% | +25.3% | +138.8% | +105.7% |
| YTD | +260.3% | +23.8% | +236.5% | +189.0% |
| 1Y | +661.2% | +25.4% | +635.8% | +508.1% |
| 3Y | +1,380.8% | +117.3% | +1,263.6% | +518.0% |
| All | +1,334.0% | +78.5% | +1,255.5% | +627.8% |
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