-5.0%
O vs MTUM
+29.9%
-34.8%
-7.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.3% | +4.1% | -6.4% | -1.7% |
| 30D | -2.4% | +0.6% | -3.1% | -2.3% |
| 3M | -0.6% | -0.6% | +0.1% | -1.2% |
| 6M | -5.0% | +25.3% | -30.3% | -9.6% |
| All | -5.0% | +29.9% | -34.8% | -9.6% |
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 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