+494.4%
TEAM vs MTUM
+357.8%
+136.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.1% |
| 7D | -5.2% | +0.7% | -5.9% | -6.0% |
| 30D | +15.8% | -2.4% | +18.2% | +17.7% |
| 3M | +101.5% | -3.6% | +105.1% | +98.2% |
| 6M | +138.2% | +23.7% | +114.5% | +74.0% |
| YTD | +10.8% | +22.9% | -12.1% | -19.5% |
| 1Y | +1.7% | +21.8% | -20.1% | -25.7% |
| 3Y | -16.0% | +114.4% | -130.5% | -68.0% |
| 5Y | -52.7% | +79.6% | -132.3% | -77.2% |
| All | +494.4% | +357.8% | +136.6% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling