+859.2%
ON vs MTUM
+609.5%
+249.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | -1.9% | +4.1% | -6.0% | -7.4% |
| 30D | -11.0% | +0.6% | -11.7% | -11.8% |
| 3M | -39.3% | -0.6% | -38.7% | -37.4% |
| 6M | +19.8% | +25.3% | -5.5% | -8.6% |
| YTD | +31.1% | +23.8% | +7.3% | +1.0% |
| 1Y | +46.0% | +25.4% | +20.6% | +10.8% |
| 3Y | -27.5% | +117.3% | -144.8% | -74.0% |
| 5Y | +56.9% | +79.7% | -22.8% | -23.6% |
| 10Y | +591.8% | +359.6% | +232.2% | +8.7% |
| All | +859.2% | +609.5% | +249.7% | -0.3% |
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