-7.9%
PYPL vs MTUM
+9.7%
-17.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +3.3% |
| 7D | +6.5% | -10.1% | +16.6% | +6.2% |
| 30D | +10.6% | -15.6% | +26.2% | +10.4% |
| 3M | +3.1% | -12.7% | +15.8% | +2.8% |
| 6M | +20.2% | -3.7% | +23.9% | +14.1% |
| YTD | +4.0% | +9.4% | -5.4% | -6.5% |
| 1Y | -7.9% | +10.2% | -18.1% | -17.8% |
| All | -7.9% | +9.7% | -17.6% | -17.8% |
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 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