+2,396.1%
MUU vs MTUM
+51.6%
+2,344.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -6.5% |
| 7D | -8.2% | +0.7% | -8.9% | -11.1% |
| 30D | +10.2% | -2.4% | +12.6% | +24.4% |
| 3M | -26.5% | -3.6% | -22.9% | +11.2% |
| 6M | +227.2% | +23.7% | +203.6% | +137.2% |
| YTD | +527.4% | +22.9% | +504.5% | +393.7% |
| 1Y | +1,843.7% | +21.8% | +1,821.9% | +1,598.5% |
| All | +2,396.1% | +51.6% | +2,344.5% | +1,088.1% |
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 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