+75.3%
PEP vs MTUM
+357.8%
-282.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -0.7% | -2.4% | +1.8% | 0.0% |
| 3M | -4.1% | -3.6% | -0.5% | -4.0% |
| 6M | -13.1% | +23.7% | -36.7% | -21.5% |
| YTD | -2.1% | +22.9% | -25.0% | -11.7% |
| 1Y | -1.7% | +21.8% | -23.4% | -11.2% |
| 3Y | -15.1% | +114.4% | -129.5% | -43.3% |
| 5Y | +3.1% | +79.6% | -76.4% | -25.4% |
| All | +75.3% | +357.8% | -282.6% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling