+370.1%
RTX vs MTUM
+608.1%
-238.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.8% |
| 7D | -3.1% | +4.1% | -7.2% | -5.5% |
| 30D | -10.6% | -0.2% | -10.4% | -10.6% |
| 3M | +11.6% | -1.9% | +13.6% | +10.8% |
| 6M | -4.5% | +28.1% | -32.6% | -21.5% |
| YTD | +9.6% | +23.6% | -14.0% | -7.9% |
| 1Y | +30.8% | +26.1% | +4.7% | +8.2% |
| 3Y | +152.8% | +116.8% | +36.0% | +37.3% |
| 5Y | +167.1% | +80.0% | +87.1% | +64.5% |
| 10Y | +275.2% | +346.4% | -71.3% | +7.8% |
| All | +370.1% | +608.1% | -238.0% | -5.1% |
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