+40.1%
PYPL vs MTUM
+357.8%
-317.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.5% |
| 7D | -2.3% | +0.7% | -3.0% | -3.1% |
| 30D | -9.0% | -2.4% | -6.6% | -7.0% |
| 3M | +30.6% | -3.6% | +34.2% | +30.1% |
| 6M | +18.6% | +23.7% | -5.1% | -12.3% |
| YTD | -7.2% | +22.9% | -30.1% | -31.3% |
| 1Y | -19.3% | +21.8% | -41.0% | -39.7% |
| 3Y | -12.3% | +114.4% | -126.7% | -67.6% |
| 5Y | -80.9% | +79.6% | -160.5% | -91.1% |
| All | +40.1% | +357.8% | -317.7% | -76.3% |
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