+43.0%
ONDS vs MTUM
+26.3%
+16.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -3.1% |
| 7D | -3.5% | +1.7% | -5.3% | -6.1% |
| 30D | -14.1% | -1.7% | -12.4% | -12.0% |
| 3M | -36.3% | -6.3% | -30.0% | -29.9% |
| 6M | -27.5% | +21.8% | -49.3% | -54.2% |
| YTD | -21.9% | +22.0% | -44.0% | -51.3% |
| 1Y | +43.0% | +25.3% | +17.6% | -5.7% |
| All | +43.0% | +26.3% | +16.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling