+317.5%
TMUS vs MTUM
+357.8%
-40.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +3.5% | -2.4% | +6.0% | +4.5% |
| 3M | -1.3% | -3.6% | +2.3% | -1.2% |
| 6M | -13.6% | +23.7% | -37.3% | -25.0% |
| YTD | -8.8% | +22.9% | -31.7% | -21.0% |
| 1Y | -22.9% | +21.8% | -44.6% | -33.1% |
| 3Y | +36.7% | +114.4% | -77.7% | -19.6% |
| 5Y | +46.6% | +79.6% | -33.0% | -4.2% |
| All | +317.5% | +357.8% | -40.3% | +22.4% |
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