-52.3%
TEAM vs MTUM
+78.7%
-131.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.0% |
| 7D | -5.2% | +0.7% | -5.9% | -5.9% |
| 30D | +15.8% | -2.4% | +18.2% | +17.6% |
| 3M | +101.5% | -3.6% | +105.1% | +97.8% |
| 6M | +138.2% | +23.7% | +114.5% | +68.4% |
| YTD | +10.8% | +22.9% | -12.1% | -22.3% |
| 1Y | +1.7% | +21.8% | -20.1% | -28.2% |
| 3Y | -16.0% | +114.4% | -130.5% | -75.2% |
| All | -52.3% | +78.7% | -131.0% | -80.2% |
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