+11,013.4%
MU vs MTUM
+608.1%
+10,405.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -3.5% |
| 7D | +7.2% | +4.1% | +3.1% | +1.0% |
| 30D | +14.0% | -0.2% | +14.2% | +14.8% |
| 3M | +5.4% | -1.9% | +7.3% | +14.4% |
| 6M | +170.3% | +28.1% | +142.2% | +109.8% |
| YTD | +250.7% | +23.6% | +227.1% | +188.9% |
| 1Y | +662.1% | +26.1% | +636.0% | +519.4% |
| 3Y | +1,341.2% | +116.8% | +1,224.4% | +512.1% |
| 5Y | +1,319.3% | +80.0% | +1,239.3% | +669.9% |
| 10Y | +5,778.3% | +346.4% | +5,431.9% | +826.2% |
| All | +11,013.4% | +608.1% | +10,405.3% | +940.7% |
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