+241.0%
TGT vs MTUM
+604.3%
-363.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -5.2% | +0.7% | -6.0% | -5.6% |
| 30D | +1.2% | -2.4% | +3.6% | +2.3% |
| 3M | +18.4% | -3.6% | +22.0% | +18.6% |
| 6M | +33.4% | +23.7% | +9.8% | +14.8% |
| YTD | +63.8% | +22.9% | +40.9% | +40.8% |
| 1Y | +77.2% | +21.8% | +55.4% | +52.9% |
| 3Y | +41.8% | +114.4% | -72.7% | -15.4% |
| 5Y | -25.5% | +79.6% | -105.1% | -50.7% |
| 10Y | +204.9% | +356.2% | -151.3% | +12.8% |
| All | +241.0% | +604.3% | -363.3% | +0.9% |
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 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