+199.8%
TER vs MTUM
+26.3%
+173.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +1.4% |
| 7D | +0.6% | +1.7% | -1.1% | -3.1% |
| 30D | -8.3% | -1.7% | -6.7% | -3.9% |
| 3M | -12.2% | -6.3% | -5.9% | +7.7% |
| 6M | +17.0% | +21.8% | -4.8% | -15.6% |
| YTD | +84.6% | +22.0% | +62.6% | +32.8% |
| 1Y | +199.8% | +25.3% | +174.5% | +114.9% |
| All | +199.8% | +26.3% | +173.5% | +114.9% |
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