-34.5%
PINS vs MTUM
+116.3%
-150.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.3% |
| 7D | -13.9% | +4.1% | -18.0% | -15.7% |
| 30D | -25.0% | +0.6% | -25.6% | -25.5% |
| 3M | -16.6% | -0.6% | -16.0% | -18.5% |
| 6M | -7.0% | +25.3% | -32.3% | -25.5% |
| YTD | -29.4% | +23.8% | -53.2% | -43.2% |
| 1Y | -49.9% | +25.4% | -75.3% | -60.2% |
| All | -34.5% | +116.3% | -150.8% | -71.8% |
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 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