+143.7%
O vs MTUM
+609.5%
-465.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.3% | +4.1% | -6.4% | -4.0% |
| 30D | -2.4% | +0.6% | -3.1% | -2.8% |
| 3M | -0.6% | -0.6% | +0.1% | -1.7% |
| 6M | -5.0% | +25.3% | -30.3% | -16.7% |
| YTD | +10.4% | +23.8% | -13.4% | -3.0% |
| 1Y | +6.6% | +25.4% | -18.8% | -7.2% |
| 3Y | +28.4% | +117.3% | -88.9% | -20.7% |
| 5Y | +15.3% | +79.7% | -64.4% | -21.2% |
| 10Y | +55.3% | +359.6% | -304.3% | -42.8% |
| All | +143.7% | +609.5% | -465.7% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling