+629.3%
ON vs MTUM
+357.8%
+271.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.2% | +6.7% |
| 7D | +2.4% | +0.7% | +1.7% | +1.3% |
| 30D | -8.6% | -2.4% | -6.2% | -5.3% |
| 3M | -34.3% | -3.6% | -30.7% | -29.3% |
| 6M | +28.5% | +23.7% | +4.9% | -0.8% |
| YTD | +40.6% | +22.9% | +17.7% | +8.8% |
| 1Y | +55.3% | +21.8% | +33.6% | +22.1% |
| 3Y | -22.2% | +114.4% | -136.6% | -72.5% |
| 5Y | +62.4% | +79.6% | -17.2% | -22.8% |
| All | +629.3% | +357.8% | +271.5% | -9.5% |
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