+69.5%
T vs MTUM
+78.7%
-9.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +7.5% | -2.4% | +9.9% | +7.6% |
| 3M | +14.8% | -3.6% | +18.5% | +14.8% |
| 6M | -1.7% | +23.7% | -25.4% | -4.8% |
| YTD | +8.7% | +22.9% | -14.2% | +5.2% |
| 1Y | -7.5% | +21.8% | -29.2% | -10.4% |
| 3Y | +110.2% | +114.4% | -4.2% | +72.8% |
| All | +69.5% | +78.7% | -9.1% | +40.5% |
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