+139.9%
XLC vs MTUM
+200.7%
-60.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | +4.1% | -5.5% | -4.1% |
| 30D | -0.9% | +0.6% | -1.5% | -1.6% |
| 3M | -0.3% | -0.6% | +0.3% | -2.1% |
| 6M | -5.2% | +25.3% | -30.5% | -22.6% |
| YTD | -5.3% | +23.8% | -29.1% | -22.3% |
| 1Y | -2.8% | +25.4% | -28.2% | -21.3% |
| 3Y | +71.2% | +117.3% | -46.1% | -12.1% |
| 5Y | +37.6% | +79.7% | -42.1% | -18.3% |
| All | +139.9% | +200.7% | -60.8% | -9.4% |
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 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