+308.8%
RKLB vs MTUM
+78.7%
+230.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | -0.5% |
| 7D | -2.0% | +0.7% | -2.8% | -3.2% |
| 30D | -22.4% | -2.4% | -20.0% | -19.2% |
| 3M | -45.2% | -3.6% | -41.5% | -42.4% |
| 6M | -12.5% | +23.7% | -36.2% | -38.4% |
| YTD | -9.8% | +22.9% | -32.7% | -35.3% |
| 1Y | +30.0% | +21.8% | +8.2% | -3.0% |
| 3Y | +942.2% | +114.4% | +827.8% | +252.1% |
| All | +308.8% | +78.7% | +230.1% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling