+122.5%
T vs MTUM
+609.5%
-487.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -3.1% | +4.1% | -7.2% | -4.3% |
| 30D | +4.6% | +0.6% | +3.9% | +4.2% |
| 3M | +12.2% | -0.6% | +12.9% | +11.2% |
| 6M | -6.5% | +25.3% | -31.8% | -15.1% |
| YTD | +4.9% | +23.8% | -18.9% | -4.8% |
| 1Y | -10.5% | +25.4% | -35.9% | -19.4% |
| 3Y | +104.6% | +117.3% | -12.7% | +41.4% |
| 5Y | +64.2% | +79.7% | -15.5% | +22.4% |
| 10Y | +68.4% | +359.6% | -291.1% | -28.0% |
| All | +122.5% | +609.5% | -487.0% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling