+297.0%
MXL vs MTUM
+9.7%
+287.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.0% | -9.2% | -6.1% |
| 7D | -24.3% | -10.1% | -14.2% | -0.1% |
| 30D | -46.1% | -15.6% | -30.5% | -14.5% |
| 3M | -21.8% | -12.7% | -9.1% | +18.4% |
| 6M | -27.2% | -3.7% | -23.5% | -1.7% |
| YTD | +226.2% | +9.4% | +216.7% | +259.8% |
| 1Y | +297.0% | +10.2% | +286.8% | +336.0% |
| All | +297.0% | +9.7% | +287.3% | +336.0% |
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