+478.1%
RF vs MTUM
+536.8%
-58.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -3.1% |
| 7D | -1.3% | +1.5% | -2.9% | -3.0% |
| 30D | +4.6% | -12.1% | +16.7% | +14.2% |
| 3M | -8.4% | -10.0% | +1.5% | -2.3% |
| 6M | +8.9% | -9.4% | +18.2% | +12.2% |
| YTD | +8.8% | +11.1% | -2.3% | -6.7% |
| 1Y | +18.9% | +10.8% | +8.1% | +2.1% |
| 3Y | +116.0% | +92.9% | +23.0% | +10.8% |
| 5Y | +46.0% | +55.2% | -9.2% | -9.1% |
| 10Y | +231.7% | +315.6% | -83.9% | -22.1% |
| All | +478.1% | +536.8% | -58.7% | -6.8% |
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 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