-3.7%
RIVN vs MTUM
+23.8%
-27.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.2% |
| 30D | +0.6% | -2.4% | +3.1% | +2.4% |
| 3M | +3.2% | -3.6% | +6.8% | +3.0% |
| 6M | -3.7% | +23.7% | -27.4% | -28.8% |
| All | -3.7% | +23.8% | -27.6% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling