+87.0%
RF vs MTUM
+80.5%
+6.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.1% | +4.1% | -4.3% | -2.7% |
| 30D | -4.0% | +0.6% | -4.7% | -4.5% |
| 3M | +5.6% | -0.6% | +6.2% | +3.8% |
| 6M | +13.1% | +25.3% | -12.3% | -7.8% |
| YTD | +13.6% | +23.8% | -10.3% | -6.8% |
| 1Y | +16.0% | +25.4% | -9.4% | -6.0% |
| 3Y | +90.2% | +117.3% | -27.1% | -5.4% |
| 5Y | +87.0% | +79.7% | +7.3% | +9.8% |
| All | +87.0% | +80.5% | +6.5% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling