-52.9%
ORCL vs MTUM
+20.6%
-73.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -3.6% |
| 7D | -0.7% | +1.2% | -2.0% | -1.7% |
| 30D | +5.1% | -1.7% | +6.8% | +6.8% |
| 3M | -23.7% | -0.5% | -23.3% | -25.3% |
| 6M | +3.1% | +22.3% | -19.3% | -21.9% |
| YTD | -20.8% | +21.4% | -42.1% | -39.7% |
| 1Y | -52.9% | +20.0% | -72.9% | -63.9% |
| All | -52.9% | +20.6% | -73.5% | -63.9% |
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