+42.7%
ORCL vs MTUM
+51.4%
-8.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | +0.6% |
| 7D | +8.0% | +6.6% | +1.3% | +1.3% |
| 30D | -4.0% | -10.8% | +6.8% | +8.2% |
| 3M | -19.5% | -13.8% | -5.7% | -5.8% |
| 6M | -33.5% | -10.7% | -22.8% | -26.2% |
| YTD | -34.8% | +9.1% | -43.9% | -41.6% |
| 1Y | -41.6% | +11.4% | -53.0% | -48.7% |
| 3Y | +13.8% | +88.8% | -75.0% | -35.9% |
| All | +42.7% | +51.4% | -8.7% | -3.2% |
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