+15.1%
TEAM vs MTUM
+9.7%
+5.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -1.3% |
| 7D | -13.7% | -10.1% | -3.6% | -17.0% |
| 30D | -3.4% | -15.6% | +12.1% | -9.8% |
| 3M | +72.1% | -12.7% | +84.9% | +63.6% |
| 6M | +103.8% | -3.7% | +107.5% | +95.6% |
| YTD | +17.1% | +9.4% | +7.7% | +12.4% |
| 1Y | +15.1% | +10.2% | +4.9% | +9.8% |
| All | +15.1% | +9.7% | +5.4% | +9.8% |
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