-25.1%
RCL vs MTUM
+26.3%
-51.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -1.2% |
| 7D | -5.1% | +1.7% | -6.8% | -6.0% |
| 30D | -19.0% | -1.7% | -17.4% | -18.4% |
| 3M | -9.6% | -6.3% | -3.2% | -6.8% |
| 6M | -6.7% | +21.8% | -28.5% | -24.5% |
| YTD | -3.9% | +22.0% | -26.0% | -22.1% |
| 1Y | -25.1% | +25.3% | -50.4% | -39.1% |
| All | -25.1% | +26.3% | -51.4% | -39.1% |
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