+65.7%
RIOT vs MTUM
+26.3%
+39.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | -0.7% |
| 7D | +14.8% | +1.7% | +13.1% | +11.1% |
| 30D | +1.4% | -1.7% | +3.0% | +5.2% |
| 3M | -20.6% | -6.3% | -14.3% | -11.0% |
| 6M | +31.9% | +21.8% | +10.0% | -28.1% |
| YTD | +72.1% | +22.0% | +50.0% | -6.1% |
| 1Y | +65.7% | +25.3% | +40.3% | -13.5% |
| All | +65.7% | +26.3% | +39.4% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling