+178.4%
XLE vs MTUM
+599.3%
-420.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -2.0% |
| 7D | +2.2% | +1.7% | +0.5% | +1.1% |
| 30D | +11.8% | -1.7% | +13.4% | +12.7% |
| 3M | +9.8% | -6.3% | +16.2% | +12.2% |
| 6M | +15.6% | +21.8% | -6.3% | -2.6% |
| YTD | +45.3% | +22.0% | +23.2% | +21.7% |
| 1Y | +48.3% | +25.3% | +23.0% | +21.4% |
| 3Y | +55.4% | +112.1% | -56.7% | -16.9% |
| 5Y | +216.1% | +76.2% | +139.9% | +93.1% |
| 10Y | +178.4% | +340.1% | -161.7% | -22.6% |
| All | +178.4% | +599.3% | -420.9% | -45.6% |
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