-27.6%
ONDS vs MTUM
+22.8%
-50.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +2.1% |
| 7D | -5.0% | +1.2% | -6.2% | -6.7% |
| 30D | -25.6% | -1.7% | -23.9% | -24.2% |
| 3M | -22.1% | -0.5% | -21.7% | -24.0% |
| 6M | -27.6% | +22.3% | -49.9% | -47.2% |
| All | -27.6% | +22.8% | -50.4% | -47.2% |
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