+16.9%
XLB vs MTUM
+26.3%
-9.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.8% |
| 7D | -1.4% | +1.7% | -3.1% | -1.8% |
| 30D | -0.4% | -1.7% | +1.3% | 0.0% |
| 3M | +2.0% | -6.3% | +8.3% | +3.1% |
| 6M | +1.8% | +21.8% | -20.0% | -7.5% |
| YTD | +16.6% | +22.0% | -5.5% | +5.4% |
| 1Y | +16.9% | +25.3% | -8.4% | +5.5% |
| All | +16.9% | +26.3% | -9.4% | +5.5% |
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