+25.8%
TMO vs MTUM
+26.3%
-0.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | +6.2% | -1.7% | +7.9% | +6.3% |
| 3M | +27.5% | -6.3% | +33.8% | +27.8% |
| 6M | +20.0% | +21.8% | -1.9% | +9.1% |
| YTD | +6.1% | +22.0% | -15.9% | -3.3% |
| 1Y | +25.8% | +25.3% | +0.5% | +17.8% |
| All | +25.8% | +26.3% | -0.4% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling