+620.9%
PSX vs MTUM
+604.3%
+16.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.5% |
| 7D | +1.7% | +0.7% | +1.0% | +1.2% |
| 30D | +15.6% | -2.4% | +18.1% | +17.3% |
| 3M | +46.5% | -3.6% | +50.1% | +47.4% |
| 6M | +55.0% | +23.7% | +31.3% | +28.0% |
| YTD | +105.3% | +22.9% | +82.4% | +69.0% |
| 1Y | +101.6% | +21.8% | +79.8% | +66.6% |
| 3Y | +134.1% | +114.4% | +19.7% | +21.2% |
| 5Y | +368.7% | +79.6% | +289.1% | +176.2% |
| 10Y | +384.1% | +356.2% | +27.9% | +15.3% |
| All | +620.9% | +604.3% | +16.6% | +7.8% |
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