-49.5%
ORCL vs MTUM
+9.7%
-59.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -0.1% |
| 7D | -14.4% | -10.1% | -4.3% | -5.2% |
| 30D | -12.8% | -15.6% | +2.7% | +2.3% |
| 3M | -14.8% | -12.7% | -2.0% | -2.7% |
| 6M | -30.9% | -3.7% | -27.2% | -30.5% |
| YTD | -35.7% | +9.4% | -45.1% | -44.6% |
| 1Y | -49.5% | +10.2% | -59.7% | -57.0% |
| All | -49.5% | +9.7% | -59.2% | -57.0% |
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