-42.2%
RIG vs MTUM
+357.8%
-400.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -3.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.9% |
| 30D | -0.5% | -2.4% | +1.9% | +1.5% |
| 3M | -6.0% | -3.6% | -2.3% | -5.1% |
| 6M | -10.1% | +23.7% | -33.8% | -32.4% |
| YTD | +37.3% | +22.9% | +14.4% | +3.6% |
| 1Y | +73.9% | +21.8% | +52.2% | +32.7% |
| 3Y | -30.2% | +114.4% | -144.6% | -72.5% |
| 5Y | +62.5% | +79.6% | -17.1% | -20.6% |
| All | -42.2% | +357.8% | -400.0% | -85.2% |
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