+181.2%
TSCO vs MTUM
+357.8%
-176.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.2% |
| 7D | -5.7% | +0.7% | -6.4% | -6.0% |
| 30D | -8.8% | -2.4% | -6.3% | -7.8% |
| 3M | +6.3% | -3.6% | +10.0% | +7.0% |
| 6M | -32.3% | +23.7% | -55.9% | -41.6% |
| YTD | -32.7% | +22.9% | -55.6% | -42.1% |
| 1Y | -43.7% | +21.8% | -65.4% | -51.4% |
| 3Y | -19.7% | +114.4% | -134.1% | -52.7% |
| 5Y | -11.6% | +79.6% | -91.2% | -42.3% |
| All | +181.2% | +357.8% | -176.6% | +21.3% |
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