+49.9%
XLE vs MTUM
+9.7%
+40.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.8% | -5.0% |
| 7D | -7.2% | -10.1% | +2.9% | -8.6% |
| 30D | +0.1% | -15.6% | +15.7% | -2.3% |
| 3M | +9.2% | -12.7% | +21.9% | +7.1% |
| 6M | +8.4% | -3.7% | +12.1% | +9.6% |
| YTD | +44.9% | +9.4% | +35.4% | +49.4% |
| 1Y | +49.9% | +10.2% | +39.6% | +55.1% |
| All | +49.9% | +9.7% | +40.2% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling