+279.2%
RTX vs MTUM
+357.8%
-78.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.0% |
| 7D | -1.5% | +0.7% | -2.3% | -2.0% |
| 30D | -11.0% | -2.4% | -8.5% | -9.8% |
| 3M | +7.7% | -3.6% | +11.3% | +8.1% |
| 6M | -3.9% | +23.7% | -27.6% | -18.8% |
| YTD | +9.0% | +22.9% | -14.0% | -7.8% |
| 1Y | +27.3% | +21.8% | +5.5% | +8.2% |
| 3Y | +172.9% | +114.4% | +58.5% | +50.7% |
| 5Y | +165.2% | +79.6% | +85.6% | +64.9% |
| All | +279.2% | +357.8% | -78.6% | +14.6% |
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