+149.7%
XBI vs MTUM
+357.8%
-208.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.5% |
| 7D | -4.6% | +0.7% | -5.4% | -5.3% |
| 30D | -2.0% | -2.4% | +0.4% | -0.2% |
| 3M | +17.8% | -3.6% | +21.4% | +19.3% |
| 6M | +23.7% | +23.7% | +0.1% | -1.3% |
| YTD | +28.2% | +22.9% | +5.3% | +2.5% |
| 1Y | +64.0% | +21.8% | +42.2% | +31.9% |
| 3Y | +99.4% | +114.4% | -15.0% | -10.8% |
| 5Y | +19.3% | +79.6% | -60.2% | -35.6% |
| All | +149.7% | +357.8% | -208.1% | -46.8% |
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 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