-2.5%
TLT vs MTUM
+608.1%
-610.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | +0.4% | +4.1% | -3.7% | +0.8% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | -1.7% | -1.9% | +0.2% | -1.8% |
| 6M | -4.9% | +28.1% | -33.0% | -2.0% |
| YTD | -2.8% | +23.6% | -26.4% | -0.2% |
| 1Y | -4.2% | +26.1% | -30.3% | -1.4% |
| 3Y | -1.1% | +116.8% | -117.9% | +10.2% |
| 5Y | -33.7% | +80.0% | -113.7% | -28.2% |
| 10Y | -20.7% | +346.4% | -367.1% | +8.7% |
| All | -2.5% | +608.1% | -610.6% | +44.9% |
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