+333.1%
RCL vs MTUM
+357.8%
-24.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -0.9% |
| 7D | -1.9% | +0.7% | -2.6% | -2.7% |
| 30D | -15.5% | -2.4% | -13.1% | -13.6% |
| 3M | -9.7% | -3.6% | -6.0% | -8.7% |
| 6M | -8.7% | +23.7% | -32.4% | -30.4% |
| YTD | -5.8% | +22.9% | -28.7% | -27.8% |
| 1Y | -24.5% | +21.8% | -46.2% | -41.7% |
| 3Y | +173.9% | +114.4% | +59.5% | +12.9% |
| 5Y | +228.0% | +79.6% | +148.4% | +66.4% |
| All | +333.1% | +357.8% | -24.8% | -11.9% |
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