+69.6%
V vs MTUM
+74.9%
-5.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.8% |
| 7D | -3.0% | +1.2% | -4.3% | -3.6% |
| 30D | +1.2% | -1.7% | +2.9% | +1.8% |
| 3M | +13.9% | -0.5% | +14.4% | +11.9% |
| 6M | +17.2% | +22.3% | -5.1% | +0.6% |
| YTD | +5.3% | +21.4% | -16.0% | -9.5% |
| 1Y | +9.5% | +20.0% | -10.6% | -5.5% |
| 3Y | +51.9% | +113.0% | -61.0% | -15.5% |
| 5Y | +69.6% | +77.3% | -7.7% | +6.4% |
| All | +69.6% | +74.9% | -5.4% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling