+850.2%
RCL vs MTUM
+608.1%
+242.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -1.6% |
| 7D | -0.5% | +4.1% | -4.6% | -4.8% |
| 30D | -17.3% | -0.2% | -17.1% | -17.4% |
| 3M | -2.8% | -1.9% | -0.8% | -3.5% |
| 6M | -4.4% | +28.1% | -32.5% | -30.3% |
| YTD | -4.2% | +23.6% | -27.7% | -27.4% |
| 1Y | -23.4% | +26.1% | -49.5% | -43.6% |
| 3Y | +179.4% | +116.8% | +62.5% | +11.6% |
| 5Y | +238.8% | +80.0% | +158.7% | +69.7% |
| 10Y | +350.2% | +346.4% | +3.8% | -23.1% |
| All | +850.2% | +608.1% | +242.0% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling