+2,981.5%
MUU vs MTUM
+26.3%
+2,955.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.8% | +9.8% | +3.0% |
| 7D | +17.4% | +1.7% | +15.7% | +8.9% |
| 30D | +24.0% | -1.7% | +25.6% | +37.1% |
| 3M | -23.9% | -6.3% | -17.6% | +43.2% |
| 6M | +284.4% | +21.8% | +262.6% | +174.8% |
| YTD | +583.7% | +22.0% | +561.7% | +410.4% |
| 1Y | +2,981.5% | +25.3% | +2,956.1% | +2,398.3% |
| All | +2,981.5% | +26.3% | +2,955.2% | +2,398.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling