+3.7%
U vs MTUM
+26.3%
-22.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.2% |
| 7D | -3.8% | +1.7% | -5.5% | -4.9% |
| 30D | +17.5% | -1.7% | +19.1% | +18.3% |
| 3M | +38.7% | -6.3% | +45.1% | +41.2% |
| 6M | +104.4% | +21.8% | +82.6% | +41.3% |
| YTD | -5.7% | +22.0% | -27.7% | -33.9% |
| 1Y | +3.7% | +25.3% | -21.7% | -23.3% |
| All | +3.7% | +26.3% | -22.6% | -23.3% |
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 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