+211.9%
TER vs MTUM
+74.9%
+137.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -0.3% |
| 7D | +9.4% | +1.2% | +8.1% | +7.4% |
| 30D | -2.4% | -1.7% | -0.7% | +1.2% |
| 3M | +6.5% | -0.5% | +7.0% | +13.8% |
| 6M | +23.2% | +22.3% | +0.8% | -0.4% |
| YTD | +91.5% | +21.4% | +70.1% | +58.6% |
| 1Y | +214.8% | +20.0% | +194.8% | +167.4% |
| 3Y | +275.3% | +113.0% | +162.4% | +47.1% |
| 5Y | +211.9% | +77.3% | +134.6% | +57.1% |
| All | +211.9% | +74.9% | +137.0% | +57.1% |
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