-45.0%
PINS vs MTUM
+26.3%
-71.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -12.0% | +1.7% | -13.7% | -12.1% |
| 30D | -12.7% | -1.7% | -11.0% | -12.6% |
| 3M | -5.5% | -6.3% | +0.8% | -6.0% |
| 6M | +5.3% | +21.8% | -16.6% | -6.2% |
| YTD | -21.2% | +22.0% | -43.2% | -30.0% |
| 1Y | -45.0% | +25.3% | -70.4% | -49.3% |
| All | -45.0% | +26.3% | -71.3% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling