-20.7%
TLT vs MTUM
+357.8%
-378.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -1.1% | -2.4% | +1.3% | -1.3% |
| 3M | -4.9% | -3.6% | -1.2% | -5.0% |
| 6M | -5.0% | +23.7% | -28.7% | -3.0% |
| YTD | -4.4% | +22.9% | -27.3% | -2.4% |
| 1Y | -6.4% | +21.8% | -28.1% | -4.5% |
| 3Y | -2.0% | +114.4% | -116.4% | +7.1% |
| 5Y | -35.0% | +79.6% | -114.5% | -30.6% |
| All | -20.7% | +357.8% | -378.5% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling