-11.6%
ONDS vs MTUM
+9.7%
-21.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.0% | -7.0% | -6.0% |
| 7D | -23.2% | -10.1% | -13.1% | -9.3% |
| 30D | -29.0% | -15.6% | -13.4% | -7.6% |
| 3M | -40.5% | -12.7% | -27.8% | -26.8% |
| 6M | -45.8% | -3.7% | -42.1% | -45.2% |
| YTD | -46.0% | +9.4% | -55.5% | -58.0% |
| 1Y | -11.6% | +10.2% | -21.8% | -32.9% |
| All | -11.6% | +9.7% | -21.3% | -32.9% |
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