+226.0%
XLE vs MTUM
+74.9%
+151.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | +0.5% | +1.2% | -0.8% | 0.0% |
| 30D | +6.6% | -1.7% | +8.2% | +7.1% |
| 3M | +12.3% | -0.5% | +12.7% | +10.9% |
| 6M | +18.4% | +22.3% | -4.0% | +4.4% |
| YTD | +47.2% | +21.4% | +25.9% | +29.8% |
| 1Y | +50.3% | +20.0% | +30.2% | +33.0% |
| 3Y | +55.3% | +113.0% | -57.6% | -7.3% |
| 5Y | +226.0% | +77.3% | +148.7% | +113.7% |
| All | +226.0% | +74.9% | +151.0% | +113.7% |
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 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