+166.9%
XLE vs MTUM
+51.4%
+115.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | +5.4% | +6.6% | -1.2% | +2.9% |
| 30D | -3.9% | -10.8% | +6.9% | -0.2% |
| 3M | +7.0% | -13.8% | +20.8% | +12.3% |
| 6M | +14.2% | -10.7% | +24.9% | +16.4% |
| YTD | +48.2% | +9.1% | +39.1% | +35.5% |
| 1Y | +47.7% | +11.4% | +36.3% | +33.2% |
| 3Y | +70.0% | +88.8% | -18.8% | +7.1% |
| All | +166.9% | +51.4% | +115.5% | +87.1% |
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 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