+18.4%
U vs MTUM
+9.7%
+8.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +6.1% |
| 7D | +7.5% | -10.1% | +17.6% | +15.1% |
| 30D | -7.0% | -15.6% | +8.5% | +3.7% |
| 3M | +20.6% | -12.7% | +33.3% | +31.5% |
| 6M | +53.2% | -3.7% | +56.9% | +38.3% |
| YTD | -3.9% | +9.4% | -13.3% | -26.6% |
| 1Y | +18.4% | +10.2% | +8.1% | -10.2% |
| All | +18.4% | +9.7% | +8.7% | -10.2% |
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