+1,202.4%
ORLY vs MTUM
+604.3%
+598.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -6.8% | -2.4% | -4.3% | -5.8% |
| 3M | -4.8% | -3.6% | -1.1% | -4.4% |
| 6M | -9.1% | +23.7% | -32.7% | -21.5% |
| YTD | -5.9% | +22.9% | -28.8% | -18.9% |
| 1Y | -20.4% | +21.8% | -42.2% | -31.3% |
| 3Y | +36.6% | +114.4% | -77.9% | -20.8% |
| 5Y | +117.3% | +79.6% | +37.8% | +40.2% |
| 10Y | +362.7% | +356.2% | +6.5% | +32.3% |
| All | +1,202.4% | +604.3% | +598.1% | +160.1% |
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 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