+380.5%
OKE vs MTUM
+604.3%
-223.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | 0.0% |
| 7D | +1.2% | +0.7% | +0.5% | +0.7% |
| 30D | +4.5% | -2.4% | +6.9% | +6.2% |
| 3M | +9.6% | -3.6% | +13.3% | +10.1% |
| 6M | +15.4% | +23.7% | -8.3% | -7.6% |
| YTD | +36.5% | +22.9% | +13.6% | +8.9% |
| 1Y | +39.0% | +21.8% | +17.2% | +11.2% |
| 3Y | +74.3% | +114.4% | -40.2% | -18.0% |
| 5Y | +141.2% | +79.6% | +61.6% | +32.8% |
| 10Y | +262.1% | +356.2% | -94.2% | -20.0% |
| All | +380.5% | +604.3% | -223.8% | -30.7% |
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