+335.4%
RF vs MTUM
+352.0%
-16.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.7% |
| 7D | -1.6% | +1.2% | -2.9% | -2.6% |
| 30D | -4.3% | -1.7% | -2.6% | -3.2% |
| 3M | +5.9% | -0.5% | +6.3% | +3.6% |
| 6M | +14.1% | +22.3% | -8.2% | -6.9% |
| YTD | +13.8% | +21.4% | -7.6% | -7.0% |
| 1Y | +15.2% | +20.0% | -4.8% | -5.1% |
| 3Y | +90.6% | +113.0% | -22.4% | -6.5% |
| 5Y | +88.9% | +77.3% | +11.6% | +8.6% |
| All | +335.4% | +352.0% | -16.6% | +18.4% |
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