+66.2%
PWR vs MTUM
+26.3%
+39.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -1.4% |
| 7D | +3.6% | +1.7% | +1.9% | +1.6% |
| 30D | -8.6% | -1.7% | -6.9% | -6.7% |
| 3M | -13.2% | -6.3% | -6.8% | -7.4% |
| 6M | +9.9% | +21.8% | -11.9% | -14.4% |
| YTD | +48.0% | +22.0% | +26.0% | +14.3% |
| 1Y | +66.2% | +25.3% | +40.8% | +24.4% |
| All | +66.2% | +26.3% | +39.9% | +24.4% |
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 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