+303.5%
MXL vs MTUM
+26.3%
+277.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +1.2% |
| 7D | +1.6% | +1.7% | -0.1% | -2.3% |
| 30D | -7.0% | -1.7% | -5.3% | -1.6% |
| 3M | -33.4% | -6.3% | -27.1% | -14.5% |
| 6M | +260.2% | +21.8% | +238.3% | +184.0% |
| YTD | +260.0% | +22.0% | +237.9% | +181.8% |
| 1Y | +303.5% | +25.3% | +278.1% | +218.9% |
| All | +303.5% | +26.3% | +277.2% | +218.9% |
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