-47.1%
OPEN vs MTUM
+26.3%
-73.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.9% |
| 7D | -4.3% | +1.7% | -6.0% | -5.6% |
| 30D | -16.2% | -1.7% | -14.6% | -15.1% |
| 3M | -36.4% | -6.3% | -30.0% | -33.9% |
| 6M | -35.5% | +21.8% | -57.3% | -54.6% |
| YTD | -46.0% | +22.0% | -68.0% | -62.1% |
| 1Y | -47.1% | +25.3% | -72.5% | -49.0% |
| All | -47.1% | +26.3% | -73.4% | -49.0% |
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