-37.8%
U vs MTUM
+127.2%
-165.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | +4.4% | +4.1% | +0.2% | -1.4% |
| 30D | -1.3% | +0.6% | -1.9% | -2.8% |
| 3M | +49.6% | -0.6% | +50.2% | +43.0% |
| 6M | +100.2% | +25.3% | +74.8% | +27.4% |
| YTD | -3.7% | +23.8% | -27.5% | -36.7% |
| 1Y | -6.5% | +25.4% | -31.9% | -39.3% |
| 3Y | +12.9% | +117.3% | -104.4% | -72.6% |
| 5Y | -68.3% | +79.7% | -148.0% | -88.4% |
| All | -37.8% | +127.2% | -165.0% | -84.8% |
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 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