+263.9%
XLB vs MTUM
+608.1%
-344.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.8% |
| 7D | -0.2% | +4.1% | -4.4% | -2.9% |
| 30D | -1.7% | -0.2% | -1.5% | -1.8% |
| 3M | +4.4% | -1.9% | +6.3% | +3.9% |
| 6M | +5.0% | +28.1% | -23.1% | -13.9% |
| YTD | +15.5% | +23.6% | -8.1% | -3.2% |
| 1Y | +14.9% | +26.1% | -11.2% | -5.3% |
| 3Y | +34.5% | +116.8% | -82.3% | -27.8% |
| 5Y | +36.5% | +80.0% | -43.5% | -16.4% |
| 10Y | +159.6% | +346.4% | -186.8% | -26.6% |
| All | +263.9% | +608.1% | -344.2% | -28.5% |
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 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