-74.2%
OPEN vs MTUM
+154.5%
-228.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -2.4% |
| 7D | -11.4% | +0.7% | -12.1% | -12.4% |
| 30D | -20.1% | -2.4% | -17.6% | -17.1% |
| 3M | -37.6% | -3.6% | -33.9% | -36.4% |
| 6M | -47.1% | +23.7% | -70.7% | -66.0% |
| YTD | -52.1% | +22.9% | -75.1% | -68.9% |
| 1Y | -73.5% | +21.8% | -95.2% | -82.2% |
| 3Y | -24.4% | +114.4% | -138.8% | -83.2% |
| 5Y | -85.1% | +79.6% | -164.7% | -95.0% |
| All | -74.2% | +154.5% | -228.7% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling