+17.8%
ON vs MTUM
+22.8%
-5.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | +2.1% |
| 7D | -4.7% | +1.2% | -6.0% | -6.9% |
| 30D | -13.5% | -1.7% | -11.8% | -11.2% |
| 3M | -36.3% | -0.5% | -35.8% | -33.4% |
| 6M | +17.8% | +22.3% | -4.6% | -7.6% |
| All | +17.8% | +22.8% | -5.0% | -7.6% |
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