+514.0%
RF vs MTUM
+599.3%
-85.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.5% |
| 7D | +1.3% | +1.7% | -0.4% | 0.0% |
| 30D | -3.6% | -1.7% | -2.0% | -2.5% |
| 3M | +8.1% | -6.3% | +14.4% | +10.9% |
| 6M | +11.5% | +21.8% | -10.4% | -9.3% |
| YTD | +15.6% | +22.0% | -6.5% | -6.4% |
| 1Y | +15.7% | +25.3% | -9.7% | -8.8% |
| 3Y | +86.9% | +112.1% | -25.3% | -9.6% |
| 5Y | +89.8% | +76.2% | +13.6% | +8.3% |
| 10Y | +344.7% | +340.1% | +4.5% | +2.0% |
| All | +514.0% | +599.3% | -85.3% | -6.6% |
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