-15.2%
RDW vs MTUM
+1.2%
-16.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -8.2% | -11.6% | -3.2% |
| 7D | -32.4% | -16.1% | -16.4% | -2.3% |
| 30D | -41.7% | -22.8% | -18.9% | -0.2% |
| 3M | -42.3% | -19.1% | -23.2% | -10.5% |
| 6M | -28.8% | -13.7% | -15.1% | -9.8% |
| YTD | -18.6% | +0.4% | -19.0% | -28.6% |
| 1Y | -15.2% | +0.8% | -16.0% | -26.3% |
| All | -15.2% | +1.2% | -16.4% | -26.3% |
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 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