+229.2%
TER vs MTUM
+21.2%
+208.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | -0.3% |
| 7D | +6.4% | +0.7% | +5.6% | +4.8% |
| 30D | -5.7% | -2.4% | -3.2% | +0.6% |
| 3M | -0.4% | -3.6% | +3.2% | +14.3% |
| 6M | +25.8% | +23.7% | +2.2% | -13.3% |
| YTD | +96.4% | +22.9% | +73.5% | +37.3% |
| 1Y | +229.2% | +21.8% | +207.5% | +140.0% |
| All | +229.2% | +21.2% | +208.0% | +140.0% |
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 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