+362.6%
PSX vs MTUM
+78.7%
+283.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | +15.6% | -2.4% | +18.1% | +16.8% |
| 3M | +46.5% | -3.6% | +50.1% | +47.1% |
| 6M | +55.0% | +23.7% | +31.3% | +34.5% |
| YTD | +105.3% | +22.9% | +82.4% | +77.7% |
| 1Y | +101.6% | +21.8% | +79.8% | +75.1% |
| 3Y | +134.1% | +114.4% | +19.7% | +37.3% |
| All | +362.6% | +78.7% | +283.9% | +199.4% |
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