+535.9%
RKLB vs MTUM
+111.3%
+424.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | +1.3% |
| 7D | -2.9% | +1.2% | -4.1% | -4.8% |
| 30D | -22.6% | -1.7% | -20.9% | -20.4% |
| 3M | -41.0% | -0.5% | -40.5% | -41.1% |
| 6M | -10.1% | +22.3% | -32.5% | -33.9% |
| YTD | -11.2% | +21.4% | -32.5% | -33.3% |
| 1Y | +34.2% | +20.0% | +14.2% | +4.9% |
| 3Y | +899.4% | +113.0% | +786.4% | +274.4% |
| 5Y | +231.5% | +77.3% | +154.2% | +56.5% |
| All | +535.9% | +111.3% | +424.6% | +181.9% |
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