-3.6%
ONDS vs MTUM
+78.7%
-82.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -2.3% |
| 7D | -5.1% | +0.7% | -5.8% | -6.3% |
| 30D | -26.0% | -2.4% | -23.6% | -23.2% |
| 3M | -26.4% | -3.6% | -22.8% | -22.5% |
| 6M | -26.4% | +23.7% | -50.1% | -48.7% |
| YTD | -25.9% | +22.9% | -48.8% | -47.3% |
| 1Y | +12.6% | +21.8% | -9.1% | -16.7% |
| 3Y | +706.9% | +114.4% | +592.5% | +171.7% |
| All | -3.6% | +78.7% | -82.3% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling