+155.2%
W vs MTUM
+357.8%
-202.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | -0.9% |
| 7D | -0.9% | +0.7% | -1.6% | -2.0% |
| 30D | -4.2% | -2.4% | -1.8% | -0.9% |
| 3M | +26.9% | -3.6% | +30.5% | +29.3% |
| 6M | +31.2% | +23.7% | +7.6% | -12.6% |
| YTD | -1.8% | +22.9% | -24.7% | -33.5% |
| 1Y | +9.3% | +21.8% | -12.4% | -25.1% |
| 3Y | +33.2% | +114.4% | -81.2% | -62.8% |
| 5Y | -62.4% | +79.6% | -142.0% | -84.8% |
| All | +155.2% | +357.8% | -202.6% | -66.3% |
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 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