+162.3%
SOXL vs MTUM
+78.7%
+83.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +4.0% | -0.2% |
| 7D | +3.9% | +0.7% | +3.2% | +1.2% |
| 30D | -14.3% | -2.4% | -11.9% | -2.1% |
| 3M | -45.6% | -3.6% | -42.0% | -18.1% |
| 6M | +117.2% | +23.7% | +93.5% | +46.6% |
| YTD | +189.8% | +22.9% | +166.9% | +113.8% |
| 1Y | +317.7% | +21.8% | +296.0% | +249.3% |
| 3Y | +478.6% | +114.4% | +364.2% | -7.4% |
| All | +162.3% | +78.7% | +83.6% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling