+2,521.4%
PWR vs MTUM
+357.8%
+2,163.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +3.9% |
| 7D | +4.2% | +0.7% | +3.5% | +3.5% |
| 30D | -4.0% | -2.4% | -1.6% | -1.6% |
| 3M | -4.8% | -3.6% | -1.1% | -1.0% |
| 6M | +14.6% | +23.7% | -9.0% | -5.5% |
| YTD | +54.2% | +22.9% | +31.3% | +28.0% |
| 1Y | +67.1% | +21.8% | +45.4% | +40.5% |
| 3Y | +218.5% | +114.4% | +104.0% | +67.0% |
| 5Y | +466.3% | +79.6% | +386.7% | +243.5% |
| All | +2,521.4% | +357.8% | +2,163.6% | +634.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling