+159.8%
XLB vs MTUM
+357.8%
-198.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.4% |
| 7D | -2.8% | +0.7% | -3.6% | -3.3% |
| 30D | -3.1% | -2.4% | -0.7% | -1.7% |
| 3M | -0.2% | -3.6% | +3.5% | +0.7% |
| 6M | +3.1% | +23.7% | -20.6% | -13.0% |
| YTD | +13.3% | +22.9% | -9.6% | -4.3% |
| 1Y | +12.0% | +21.8% | -9.7% | -4.9% |
| 3Y | +31.4% | +114.4% | -83.0% | -27.9% |
| 5Y | +33.9% | +79.6% | -45.6% | -17.0% |
| All | +159.8% | +357.8% | -198.0% | -22.6% |
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