+1,253.7%
PH vs MTUM
+595.4%
+658.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | +0.2% |
| 7D | -3.1% | +1.2% | -4.4% | -4.3% |
| 30D | -11.8% | -1.7% | -10.1% | -10.6% |
| 3M | +6.9% | -0.5% | +7.4% | +5.3% |
| 6M | -1.3% | +22.3% | -23.6% | -21.0% |
| YTD | +7.0% | +21.4% | -14.4% | -14.1% |
| 1Y | +23.1% | +20.0% | +3.1% | -0.4% |
| 3Y | +135.4% | +113.0% | +22.4% | +9.8% |
| 5Y | +250.3% | +77.3% | +173.1% | +93.5% |
| 10Y | +798.0% | +350.5% | +447.6% | +93.9% |
| All | +1,253.7% | +595.4% | +658.3% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling