+43.2%
TER vs MTUM
+9.7%
+33.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.0% | -4.9% | -2.4% |
| 7D | -19.9% | -10.1% | -9.8% | +2.2% |
| 30D | -43.5% | -15.6% | -28.0% | -16.4% |
| 3M | -37.8% | -12.7% | -25.0% | -13.0% |
| 6M | -25.6% | -3.7% | -21.8% | -10.5% |
| YTD | +29.8% | +9.4% | +20.4% | +20.1% |
| 1Y | +43.2% | +10.2% | +32.9% | +31.2% |
| All | +43.2% | +9.7% | +33.5% | +31.2% |
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 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