+80.2%
TEAM vs MTUM
-2.1%
+82.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -6.0% |
| 7D | -5.7% | +4.1% | -9.8% | -2.8% |
| 30D | +18.3% | -0.2% | +18.6% | +18.4% |
| 3M | +80.2% | -1.9% | +82.1% | +81.0% |
| All | +80.2% | -2.1% | +82.4% | +81.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling