-45.5%
PINS vs MTUM
+21.2%
-66.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.4% |
| 7D | -6.6% | +0.7% | -7.3% | -6.7% |
| 30D | -16.8% | -2.4% | -14.4% | -16.7% |
| 3M | -11.4% | -3.6% | -7.7% | -12.3% |
| 6M | -1.7% | +23.7% | -25.4% | -13.9% |
| YTD | -26.4% | +22.9% | -49.3% | -35.6% |
| 1Y | -45.5% | +21.8% | -67.3% | -51.4% |
| All | -45.5% | +21.2% | -66.7% | -51.4% |
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