-17.5%
PINS vs MTUM
+200.2%
-217.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -2.6% |
| 7D | -5.2% | +4.1% | -9.3% | -9.4% |
| 30D | -14.9% | -0.2% | -14.7% | -15.3% |
| 3M | -8.4% | -1.9% | -6.5% | -10.8% |
| 6M | +0.6% | +28.1% | -27.4% | -31.1% |
| YTD | -22.2% | +23.6% | -45.8% | -44.7% |
| 1Y | -46.9% | +26.1% | -73.1% | -63.5% |
| 3Y | -26.9% | +116.8% | -143.7% | -76.5% |
| 5Y | -63.0% | +80.0% | -143.0% | -84.2% |
| All | -17.5% | +200.2% | -217.6% | -82.1% |
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