+500.3%
ORCL vs MTUM
+599.3%
-99.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +1.5% |
| 7D | +5.3% | +1.7% | +3.5% | +3.9% |
| 30D | +10.0% | -1.7% | +11.6% | +11.6% |
| 3M | -32.6% | -6.3% | -26.2% | -29.3% |
| 6M | +4.9% | +21.8% | -16.9% | -12.6% |
| YTD | -17.8% | +22.0% | -39.8% | -31.4% |
| 1Y | -28.0% | +25.3% | -53.3% | -40.7% |
| 3Y | +36.0% | +112.1% | -76.1% | -24.3% |
| 5Y | +88.7% | +76.2% | +12.5% | +19.8% |
| 10Y | +346.9% | +340.1% | +6.8% | +27.6% |
| All | +500.3% | +599.3% | -99.0% | +31.0% |
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 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