+1,404.7%
TTWO vs MTUM
+604.3%
+800.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.6% |
| 7D | +0.4% | +0.7% | -0.4% | -0.2% |
| 30D | -11.3% | -2.4% | -8.9% | -10.0% |
| 3M | +1.6% | -3.6% | +5.2% | +2.3% |
| 6M | +2.1% | +23.7% | -21.6% | -16.6% |
| YTD | -15.8% | +22.9% | -38.8% | -30.9% |
| 1Y | -12.6% | +21.8% | -34.4% | -27.9% |
| 3Y | +48.2% | +114.4% | -66.2% | -25.6% |
| 5Y | +40.0% | +79.6% | -39.6% | -19.4% |
| 10Y | +404.1% | +356.2% | +47.9% | +15.2% |
| All | +1,404.7% | +604.3% | +800.4% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling