+482.5%
RF vs MTUM
+525.0%
-42.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.7% |
| 7D | +1.9% | +6.6% | -4.7% | -3.1% |
| 30D | +7.3% | -10.8% | +18.1% | +15.8% |
| 3M | -7.9% | -13.8% | +5.9% | +1.6% |
| 6M | +10.5% | -10.7% | +21.2% | +15.1% |
| YTD | +9.6% | +9.1% | +0.6% | -4.6% |
| 1Y | +20.3% | +11.4% | +8.9% | +2.5% |
| 3Y | +119.5% | +88.8% | +30.7% | +14.5% |
| 5Y | +48.2% | +51.7% | -3.5% | -6.1% |
| 10Y | +234.3% | +307.9% | -73.7% | -20.4% |
| All | +482.5% | +525.0% | -42.5% | -4.8% |
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