+797.8%
PH vs MTUM
+357.8%
+440.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.6% |
| 7D | -1.3% | +0.7% | -2.0% | -1.9% |
| 30D | -11.0% | -2.4% | -8.5% | -9.1% |
| 3M | +5.5% | -3.6% | +9.2% | +7.2% |
| 6M | +1.5% | +23.7% | -22.2% | -19.6% |
| YTD | +8.8% | +22.9% | -14.1% | -13.6% |
| 1Y | +24.5% | +21.8% | +2.7% | -0.6% |
| 3Y | +141.2% | +114.4% | +26.7% | +11.7% |
| 5Y | +256.3% | +79.6% | +176.7% | +94.3% |
| All | +797.8% | +357.8% | +440.0% | +106.2% |
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 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