-85.1%
OPEN vs MTUM
+74.9%
-160.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -3.6% |
| 7D | -10.5% | +1.2% | -11.8% | -12.2% |
| 30D | -21.8% | -1.7% | -20.1% | -20.0% |
| 3M | -37.5% | -0.5% | -37.0% | -40.1% |
| 6M | -44.1% | +22.3% | -66.5% | -63.7% |
| YTD | -52.0% | +21.4% | -73.3% | -68.4% |
| 1Y | -52.2% | +20.0% | -72.2% | -67.4% |
| 3Y | -25.9% | +113.0% | -138.9% | -84.8% |
| 5Y | -85.1% | +77.3% | -162.3% | -95.2% |
| All | -85.1% | +74.9% | -160.0% | -95.2% |
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 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