+110.2%
T vs MTUM
+114.7%
-4.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.6% |
| 30D | +7.5% | -2.4% | +9.9% | +7.2% |
| 3M | +14.8% | -3.6% | +18.5% | +14.5% |
| 6M | -1.7% | +23.7% | -25.4% | -0.2% |
| YTD | +8.7% | +22.9% | -14.2% | +10.3% |
| 1Y | -7.5% | +21.8% | -29.2% | -6.0% |
| 3Y | +110.2% | +114.4% | -4.2% | +104.9% |
| All | +110.2% | +114.7% | -4.5% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling