+249.6%
PH vs MTUM
+78.7%
+170.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.7% |
| 7D | -1.3% | +0.7% | -2.0% | -1.9% |
| 30D | -11.0% | -2.4% | -8.5% | -9.3% |
| 3M | +5.5% | -3.6% | +9.2% | +7.1% |
| 6M | +1.5% | +23.7% | -22.2% | -18.8% |
| YTD | +8.8% | +22.9% | -14.1% | -12.8% |
| 1Y | +24.5% | +21.8% | +2.7% | +0.4% |
| 3Y | +141.2% | +114.4% | +26.7% | +15.1% |
| All | +249.6% | +78.7% | +170.9% | +88.8% |
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