-35.7%
U vs MTUM
+125.6%
-161.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +2.7% |
| 7D | +5.5% | +0.7% | +4.8% | +4.5% |
| 30D | -1.3% | -2.4% | +1.2% | +1.7% |
| 3M | +64.6% | -3.6% | +68.2% | +65.3% |
| 6M | +119.4% | +23.7% | +95.7% | +42.6% |
| YTD | -0.5% | +22.9% | -23.4% | -33.9% |
| 1Y | +1.3% | +21.8% | -20.5% | -30.9% |
| 3Y | +15.6% | +114.4% | -98.8% | -71.4% |
| 5Y | -67.5% | +79.6% | -147.0% | -88.1% |
| All | -35.7% | +125.6% | -161.3% | -84.1% |
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