-28.0%
ORCL vs MTUM
+26.3%
-54.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +1.3% |
| 7D | +5.3% | +1.7% | +3.5% | +3.6% |
| 30D | +10.0% | -1.7% | +11.6% | +11.7% |
| 3M | -32.6% | -6.3% | -26.2% | -28.7% |
| 6M | +4.9% | +21.8% | -16.9% | -25.3% |
| YTD | -17.8% | +22.0% | -39.8% | -42.7% |
| 1Y | -28.0% | +25.3% | -53.3% | -64.1% |
| All | -28.0% | +26.3% | -54.3% | -64.1% |
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 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