+173.5%
RTX vs MTUM
+112.0%
+61.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | -11.2% | -1.7% | -9.5% | -10.9% |
| 3M | +12.0% | -0.5% | +12.5% | +10.8% |
| 6M | -3.6% | +22.3% | -25.9% | -11.9% |
| YTD | +9.2% | +21.4% | -12.2% | 0.0% |
| 1Y | +29.7% | +20.0% | +9.7% | +19.2% |
| All | +173.5% | +112.0% | +61.5% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling