+9.3%
W vs MTUM
+21.2%
-11.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | -0.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.5% |
| 30D | -4.2% | -2.4% | -1.8% | -2.2% |
| 3M | +26.9% | -3.6% | +30.5% | +27.1% |
| 6M | +31.2% | +23.7% | +7.6% | -8.2% |
| YTD | -1.8% | +22.9% | -24.7% | -29.1% |
| 1Y | +9.3% | +21.8% | -12.4% | -18.4% |
| All | +9.3% | +21.2% | -11.9% | -18.4% |
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 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