-71.6%
OPEN vs MTUM
+155.8%
-227.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -4.5% |
| 7D | +1.0% | +4.1% | -3.1% | -5.3% |
| 30D | -11.9% | -0.2% | -11.7% | -12.1% |
| 3M | -28.8% | -1.9% | -26.9% | -30.0% |
| 6M | -38.6% | +28.1% | -66.7% | -62.9% |
| YTD | -47.3% | +23.6% | -70.9% | -66.1% |
| 1Y | -49.2% | +26.1% | -75.3% | -68.1% |
| 3Y | -18.8% | +116.8% | -135.6% | -82.3% |
| 5Y | -83.6% | +80.0% | -163.6% | -94.5% |
| All | -71.6% | +155.8% | -227.4% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling