-9.1%
T vs MTUM
+26.3%
-35.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.8% | -1.4% |
| 7D | -1.3% | +1.7% | -3.0% | -0.7% |
| 30D | +11.4% | -1.7% | +13.0% | +10.9% |
| 3M | +14.3% | -6.3% | +20.6% | +12.8% |
| 6M | -9.3% | +21.8% | -31.1% | -3.1% |
| YTD | +7.1% | +22.0% | -14.9% | +13.9% |
| 1Y | -9.1% | +25.3% | -34.4% | -2.8% |
| All | -9.1% | +26.3% | -35.4% | -2.8% |
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