+341.2%
MXL vs MTUM
+23.8%
+317.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.3% | +4.2% |
| 7D | +18.9% | +0.7% | +18.1% | +17.0% |
| 30D | +0.3% | -2.4% | +2.8% | +8.8% |
| 3M | -8.0% | -3.6% | -4.4% | +12.4% |
| 6M | +341.2% | +23.7% | +317.6% | +251.3% |
| All | +341.2% | +23.8% | +317.4% | +251.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling