+280.4%
XEL vs MTUM
+604.3%
-323.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | -2.8% | -3.6% | +0.8% | -2.3% |
| 6M | -5.4% | +23.7% | -29.1% | -13.6% |
| YTD | +3.8% | +22.9% | -19.2% | -5.3% |
| 1Y | +6.8% | +21.8% | -14.9% | -2.3% |
| 3Y | +45.6% | +114.4% | -68.9% | +2.4% |
| 5Y | +30.7% | +79.6% | -48.9% | -1.8% |
| 10Y | +151.7% | +356.2% | -204.5% | +13.8% |
| All | +280.4% | +604.3% | -323.9% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling