+328.6%
TMO vs MTUM
+357.8%
-29.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.3% |
| 7D | -0.6% | +0.7% | -1.4% | -1.1% |
| 30D | +1.1% | -2.4% | +3.6% | +2.5% |
| 3M | +28.3% | -3.6% | +32.0% | +28.9% |
| 6M | +23.3% | +23.7% | -0.4% | +3.5% |
| YTD | +5.5% | +22.9% | -17.5% | -11.3% |
| 1Y | +24.5% | +21.8% | +2.8% | +5.1% |
| 3Y | +19.6% | +114.4% | -94.9% | -35.2% |
| 5Y | +8.1% | +79.6% | -71.4% | -33.7% |
| All | +328.6% | +357.8% | -29.2% | +23.3% |
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 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