+50.7%
O vs MTUM
+357.8%
-307.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | -4.5% | -2.4% | -2.1% | -3.6% |
| 3M | -2.6% | -3.6% | +1.0% | -2.3% |
| 6M | -5.6% | +23.7% | -29.3% | -16.6% |
| YTD | +9.3% | +22.9% | -13.6% | -3.5% |
| 1Y | +4.3% | +21.8% | -17.5% | -7.7% |
| 3Y | +27.4% | +114.4% | -87.0% | -20.8% |
| 5Y | +17.1% | +79.6% | -62.5% | -19.9% |
| All | +50.7% | +357.8% | -307.1% | -50.3% |
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 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