+2,294.8%
PWR vs MTUM
+609.5%
+1,685.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | +2.7% | +4.1% | -1.5% | -1.2% |
| 30D | -5.1% | +0.6% | -5.8% | -5.6% |
| 3M | -9.4% | -0.6% | -8.7% | -8.4% |
| 6M | +10.4% | +25.3% | -14.9% | -10.2% |
| YTD | +48.6% | +23.8% | +24.8% | +22.5% |
| 1Y | +68.0% | +25.4% | +42.6% | +37.5% |
| 3Y | +204.7% | +117.3% | +87.5% | +57.0% |
| 5Y | +451.9% | +79.7% | +372.3% | +233.8% |
| 10Y | +2,425.3% | +359.6% | +2,065.8% | +535.3% |
| All | +2,294.8% | +609.5% | +1,685.3% | +295.6% |
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