+27.4%
O vs MTUM
+114.7%
-87.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | -4.5% | -2.4% | -2.1% | -4.5% |
| 3M | -2.6% | -3.6% | +1.0% | -2.7% |
| 6M | -5.6% | +23.7% | -29.3% | -7.5% |
| YTD | +9.3% | +22.9% | -13.6% | +7.1% |
| 1Y | +4.3% | +21.8% | -17.5% | +2.3% |
| 3Y | +27.4% | +114.4% | -87.0% | +8.6% |
| All | +27.4% | +114.7% | -87.3% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling