-24.4%
OPEN vs MTUM
+114.7%
-139.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -1.8% |
| 7D | -11.4% | +0.7% | -12.1% | -12.1% |
| 30D | -20.1% | -2.4% | -17.6% | -17.8% |
| 3M | -37.6% | -3.6% | -33.9% | -36.5% |
| 6M | -47.1% | +23.7% | -70.7% | -62.7% |
| YTD | -52.1% | +22.9% | -75.1% | -65.9% |
| 1Y | -73.5% | +21.8% | -95.2% | -80.6% |
| 3Y | -24.4% | +114.4% | -138.8% | -81.8% |
| All | -24.4% | +114.7% | -139.1% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling