+8,548.8%
MU vs MTUM
+525.0%
+8,023.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | +0.5% |
| 7D | +12.8% | +6.6% | +6.2% | +2.8% |
| 30D | -14.9% | -10.8% | -4.0% | +3.1% |
| 3M | -18.0% | -13.8% | -4.3% | +5.1% |
| 6M | -3.1% | -10.7% | +7.6% | +26.5% |
| YTD | +172.9% | +9.1% | +163.8% | +177.6% |
| 1Y | +228.8% | +11.4% | +217.5% | +228.1% |
| 3Y | +950.8% | +88.8% | +862.0% | +461.3% |
| 5Y | +931.3% | +51.7% | +879.6% | +635.1% |
| 10Y | +4,417.7% | +307.9% | +4,109.8% | +736.8% |
| All | +8,548.8% | +525.0% | +8,023.7% | +900.1% |
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