+99.6%
PSX vs MTUM
+26.3%
+73.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.4% |
| 7D | +4.5% | +1.7% | +2.8% | +4.8% |
| 30D | +26.6% | -1.7% | +28.3% | +26.4% |
| 3M | +39.3% | -6.3% | +45.6% | +37.9% |
| 6M | +56.8% | +21.8% | +35.0% | +63.3% |
| YTD | +101.8% | +22.0% | +79.8% | +108.1% |
| 1Y | +99.6% | +25.3% | +74.3% | +115.5% |
| All | +99.6% | +26.3% | +73.3% | +115.5% |
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