+147.9%
OXY vs MTUM
+78.7%
+69.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | +5.5% | -2.4% | +7.9% | +6.4% |
| 3M | +11.3% | -3.6% | +15.0% | +11.8% |
| 6M | +11.6% | +23.7% | -12.1% | -3.9% |
| YTD | +51.6% | +22.9% | +28.7% | +30.3% |
| 1Y | +36.2% | +21.8% | +14.4% | +17.4% |
| 3Y | +1.7% | +114.4% | -112.7% | -45.8% |
| All | +147.9% | +78.7% | +69.2% | +60.4% |
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