+746.4%
TEAM vs MTUM
+374.0%
+372.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | -4.7% | +4.1% | -8.8% | -8.3% |
| 30D | +17.0% | +0.6% | +16.4% | +15.6% |
| 3M | +85.9% | -0.6% | +86.5% | +76.9% |
| 6M | +116.7% | +25.3% | +91.3% | +55.7% |
| YTD | +9.6% | +23.8% | -14.2% | -21.1% |
| 1Y | -2.5% | +25.4% | -27.9% | -31.3% |
| 3Y | -14.0% | +117.3% | -131.2% | -67.9% |
| 5Y | -53.1% | +79.7% | -132.8% | -77.5% |
| 10Y | +502.9% | +359.6% | +143.3% | -1.0% |
| All | +746.4% | +374.0% | +372.3% | +26.8% |
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 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