+281.7%
REGN vs MTUM
+604.3%
-322.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.3% |
| 7D | -5.6% | +0.7% | -6.3% | -6.0% |
| 30D | -2.0% | -2.4% | +0.5% | -0.7% |
| 3M | +28.0% | -3.6% | +31.6% | +28.5% |
| 6M | +1.2% | +23.7% | -22.5% | -14.7% |
| YTD | +1.6% | +22.9% | -21.3% | -14.2% |
| 1Y | +38.2% | +21.8% | +16.5% | +17.0% |
| 3Y | -5.4% | +114.4% | -119.8% | -48.6% |
| 5Y | +21.3% | +79.6% | -58.3% | -25.8% |
| 10Y | +105.2% | +356.2% | -251.0% | -59.6% |
| All | +281.7% | +604.3% | -322.6% | -63.5% |
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