+209.8%
RF vs MTUM
+315.5%
-105.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +0.4% | +10.8% | -10.4% | -7.0% |
| 30D | +5.6% | -11.4% | +16.9% | +14.2% |
| 3M | -8.9% | -11.7% | +2.8% | -1.5% |
| 6M | +7.1% | -8.2% | +15.3% | +9.1% |
| YTD | +8.3% | +11.3% | -3.0% | -6.9% |
| 1Y | +16.8% | +11.0% | +5.8% | +0.5% |
| 3Y | +115.0% | +93.2% | +21.8% | +11.6% |
| 5Y | +46.4% | +54.8% | -8.4% | -7.7% |
| All | +209.8% | +315.5% | -105.7% | -18.5% |
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 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