+302.4%
MXL vs MTUM
+357.8%
-55.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.3% | +5.5% |
| 7D | +18.9% | +0.7% | +18.1% | +17.8% |
| 30D | +0.3% | -2.4% | +2.8% | +5.8% |
| 3M | -8.0% | -3.6% | -4.4% | +6.0% |
| 6M | +341.2% | +23.7% | +317.6% | +255.9% |
| YTD | +327.8% | +22.9% | +304.9% | +249.6% |
| 1Y | +364.9% | +21.8% | +343.1% | +289.3% |
| 3Y | +229.2% | +114.4% | +114.8% | +29.5% |
| 5Y | +42.8% | +79.6% | -36.8% | -23.9% |
| All | +302.4% | +357.8% | -55.4% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling