+177.8%
XLE vs MTUM
+357.8%
-180.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +1.7% | +0.7% | +1.0% | +1.2% |
| 30D | +6.7% | -2.4% | +9.2% | +8.1% |
| 3M | +14.9% | -3.6% | +18.5% | +15.5% |
| 6M | +15.9% | +23.7% | -7.8% | -2.5% |
| YTD | +47.7% | +22.9% | +24.8% | +24.0% |
| 1Y | +50.7% | +21.8% | +29.0% | +26.9% |
| 3Y | +57.9% | +114.4% | -56.6% | -14.7% |
| 5Y | +227.0% | +79.6% | +147.5% | +99.8% |
| All | +177.8% | +357.8% | -180.0% | -11.7% |
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