+143.7%
XLC vs MTUM
+198.5%
-54.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.1% |
| 7D | +0.5% | +0.7% | -0.2% | 0.0% |
| 30D | +2.1% | -2.4% | +4.6% | +3.6% |
| 3M | +0.7% | -3.6% | +4.3% | +1.2% |
| 6M | -3.2% | +23.7% | -26.9% | -20.2% |
| YTD | -3.8% | +22.9% | -26.7% | -20.7% |
| 1Y | -2.0% | +21.8% | -23.8% | -18.9% |
| 3Y | +71.4% | +114.4% | -43.1% | -11.3% |
| 5Y | +40.7% | +79.6% | -38.9% | -16.5% |
| All | +143.7% | +198.5% | -54.8% | -7.5% |
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 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