+55.9%
SOXL vs MTUM
+9.7%
+46.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.0% | -6.8% | +0.6% |
| 7D | -37.9% | -10.1% | -27.8% | +7.5% |
| 30D | -59.4% | -15.6% | -43.8% | -0.3% |
| 3M | -52.3% | -12.7% | -39.6% | +6.9% |
| 6M | -47.7% | -3.7% | -44.0% | +9.1% |
| YTD | +58.8% | +9.4% | +49.3% | +112.2% |
| 1Y | +55.9% | +10.2% | +45.7% | +112.1% |
| All | +55.9% | +9.7% | +46.2% | +112.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling