+137.1%
PH vs MTUM
+112.0%
+25.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.1% |
| 7D | -3.1% | +1.2% | -4.4% | -4.1% |
| 30D | -11.8% | -1.7% | -10.1% | -10.8% |
| 3M | +6.9% | -0.5% | +7.4% | +5.3% |
| 6M | -1.3% | +22.3% | -23.6% | -20.6% |
| YTD | +7.0% | +21.4% | -14.4% | -13.7% |
| 1Y | +23.1% | +20.0% | +3.1% | +0.1% |
| All | +137.1% | +112.0% | +25.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling