+282.3%
PM vs MTUM
+608.1%
-325.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | -1.3% | +4.1% | -5.4% | -2.7% |
| 30D | -2.6% | -0.2% | -2.3% | -2.6% |
| 3M | +5.8% | -1.9% | +7.7% | +5.2% |
| 6M | +10.6% | +28.1% | -17.5% | -2.3% |
| YTD | +17.2% | +23.6% | -6.4% | +4.9% |
| 1Y | +17.6% | +26.1% | -8.5% | +4.1% |
| 3Y | +124.3% | +116.8% | +7.4% | +49.6% |
| 5Y | +125.1% | +80.0% | +45.1% | +62.4% |
| 10Y | +198.6% | +346.4% | -147.8% | +18.8% |
| All | +282.3% | +608.1% | -325.8% | +14.6% |
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