-13.3%
TSLA vs MTUM
+9.7%
-23.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -1.7% |
| 7D | -4.7% | -10.1% | +5.4% | +3.8% |
| 30D | +1.7% | -15.6% | +17.3% | +16.8% |
| 3M | +17.7% | -12.7% | +30.4% | +31.2% |
| 6M | -1.9% | -3.7% | +1.9% | -0.6% |
| YTD | -14.3% | +9.4% | -23.8% | -23.9% |
| 1Y | -13.3% | +10.2% | -23.5% | -24.8% |
| All | -13.3% | +9.7% | -23.0% | -24.8% |
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