-25.7%
RKT vs MTUM
+130.4%
-156.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.9% |
| 7D | -1.0% | +4.1% | -5.1% | -4.2% |
| 30D | -2.4% | +0.6% | -3.0% | -3.1% |
| 3M | +1.9% | -0.6% | +2.5% | +0.5% |
| 6M | -13.9% | +25.3% | -39.2% | -30.9% |
| YTD | -30.6% | +23.8% | -54.4% | -43.5% |
| 1Y | -34.4% | +25.4% | -59.7% | -47.1% |
| 3Y | +38.2% | +117.3% | -79.1% | -35.5% |
| 5Y | -9.7% | +79.7% | -89.3% | -50.0% |
| All | -25.7% | +130.4% | -156.1% | -69.2% |
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