+147.8%
XEL vs MTUM
+357.8%
-210.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -3.9% | -2.4% | -1.5% | -3.3% |
| 3M | -2.8% | -3.6% | +0.8% | -2.3% |
| 6M | -5.4% | +23.7% | -29.1% | -13.2% |
| YTD | +3.8% | +22.9% | -19.2% | -4.9% |
| 1Y | +6.8% | +21.8% | -14.9% | -1.9% |
| 3Y | +45.6% | +114.4% | -68.9% | +3.3% |
| 5Y | +30.7% | +79.6% | -48.9% | -0.9% |
| All | +147.8% | +357.8% | -210.0% | +5.0% |
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