-86.1%
RIG vs MTUM
+604.3%
-690.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.9% |
| 7D | -3.1% | +0.7% | -3.8% | -3.8% |
| 30D | -0.5% | -2.4% | +1.9% | +1.4% |
| 3M | -6.0% | -3.6% | -2.3% | -5.1% |
| 6M | -10.1% | +23.7% | -33.8% | -31.3% |
| YTD | +37.3% | +22.9% | +14.4% | +5.3% |
| 1Y | +73.9% | +21.8% | +52.2% | +34.8% |
| 3Y | -30.2% | +114.4% | -144.6% | -70.7% |
| 5Y | +62.5% | +79.6% | -17.1% | -16.6% |
| 10Y | -42.3% | +356.2% | -398.6% | -86.2% |
| All | -86.1% | +604.3% | -690.4% | -97.4% |
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