-18.8%
PYPL vs MTUM
+26.3%
-45.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -3.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.6% |
| 30D | -4.9% | -1.7% | -3.2% | -4.9% |
| 3M | +28.9% | -6.3% | +35.2% | +28.6% |
| 6M | +18.2% | +21.8% | -3.6% | +5.3% |
| YTD | -5.0% | +22.0% | -27.1% | -15.7% |
| 1Y | -18.8% | +25.3% | -44.2% | -23.0% |
| All | -18.8% | +26.3% | -45.1% | -23.0% |
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