+40.3%
XLC vs MTUM
+78.7%
-38.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.1% |
| 30D | +2.1% | -2.4% | +4.6% | +3.4% |
| 3M | +0.7% | -3.6% | +4.3% | +1.1% |
| 6M | -3.2% | +23.7% | -26.9% | -19.2% |
| YTD | -3.8% | +22.9% | -26.7% | -19.7% |
| 1Y | -2.0% | +21.8% | -23.8% | -17.8% |
| 3Y | +71.4% | +114.4% | -43.1% | -11.0% |
| All | +40.3% | +78.7% | -38.3% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling