+357.4%
SOXL vs MTUM
+26.3%
+331.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.1% | +1.3% |
| 7D | +5.3% | +1.7% | +3.6% | -2.4% |
| 30D | -11.2% | -1.7% | -9.5% | -1.5% |
| 3M | -55.4% | -6.3% | -49.0% | -15.7% |
| 6M | +107.1% | +21.8% | +85.3% | +37.8% |
| YTD | +179.0% | +22.0% | +157.0% | +92.5% |
| 1Y | +357.4% | +25.3% | +332.0% | +251.8% |
| All | +357.4% | +26.3% | +331.1% | +251.8% |
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