-7.4%
RKLB vs MTUM
+9.7%
-17.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -0.2% |
| 7D | -10.6% | -10.1% | -0.5% | +8.5% |
| 30D | -28.3% | -15.6% | -12.7% | -1.7% |
| 3M | -29.7% | -12.7% | -16.9% | -8.9% |
| 6M | -34.8% | -3.7% | -31.1% | -36.7% |
| YTD | -24.9% | +9.4% | -34.4% | -47.4% |
| 1Y | -7.4% | +10.2% | -17.7% | -36.4% |
| All | -7.4% | +9.7% | -17.1% | -36.4% |
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 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