-11.4%
RKT vs MTUM
+78.7%
-90.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | -1.9% | -3.6% | +1.8% | -0.8% |
| 6M | -13.0% | +23.7% | -36.7% | -29.7% |
| YTD | -31.9% | +22.9% | -54.8% | -44.5% |
| 1Y | -37.6% | +21.8% | -59.3% | -48.7% |
| 3Y | +36.8% | +114.4% | -77.6% | -38.1% |
| All | -11.4% | +78.7% | -90.1% | -52.7% |
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