-27.1%
RKT vs MTUM
+128.7%
-155.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.1% |
| 7D | -6.3% | +0.7% | -7.0% | -6.8% |
| 30D | -6.2% | -2.4% | -3.7% | -4.4% |
| 3M | -1.9% | -3.6% | +1.8% | -0.8% |
| 6M | -13.0% | +23.7% | -36.7% | -29.4% |
| YTD | -31.9% | +22.9% | -54.8% | -44.3% |
| 1Y | -37.6% | +21.8% | -59.3% | -48.4% |
| 3Y | +36.8% | +114.4% | -77.6% | -35.4% |
| 5Y | -9.7% | +79.6% | -89.3% | -50.0% |
| All | -27.1% | +128.7% | -155.8% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling