+2,729.9%
TER vs MTUM
+608.1%
+2,121.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +2.5% |
| 7D | +11.0% | +4.1% | +6.8% | +5.1% |
| 30D | -1.9% | -0.2% | -1.7% | -0.8% |
| 3M | -0.7% | -1.9% | +1.3% | +7.4% |
| 6M | +36.4% | +28.1% | +8.3% | +7.1% |
| YTD | +92.4% | +23.6% | +68.9% | +59.8% |
| 1Y | +213.5% | +26.1% | +187.4% | +156.1% |
| 3Y | +277.2% | +116.8% | +160.4% | +61.4% |
| 5Y | +219.1% | +80.0% | +139.1% | +75.5% |
| 10Y | +1,744.2% | +346.4% | +1,397.8% | +279.9% |
| All | +2,729.9% | +608.1% | +2,121.8% | +266.3% |
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