+131.5%
PM vs MTUM
+74.9%
+56.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.4% |
| 7D | +1.9% | +1.2% | +0.7% | +1.8% |
| 30D | +1.9% | -1.7% | +3.6% | +2.0% |
| 3M | +4.6% | -0.5% | +5.1% | +4.0% |
| 6M | +11.7% | +22.3% | -10.7% | +6.2% |
| YTD | +20.4% | +21.4% | -1.0% | +14.6% |
| 1Y | +19.0% | +20.0% | -1.1% | +13.4% |
| 3Y | +130.4% | +113.0% | +17.4% | +84.4% |
| 5Y | +131.5% | +77.3% | +54.2% | +84.1% |
| All | +131.5% | +74.9% | +56.5% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling