+404.3%
XLF vs MTUM
+604.3%
-200.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.2% |
| 7D | -1.5% | +0.7% | -2.2% | -2.0% |
| 30D | -1.2% | -2.4% | +1.3% | +0.3% |
| 3M | +9.2% | -3.6% | +12.8% | +9.9% |
| 6M | +16.3% | +23.7% | -7.3% | -3.9% |
| YTD | +5.4% | +22.9% | -17.5% | -12.8% |
| 1Y | +7.6% | +21.8% | -14.2% | -10.6% |
| 3Y | +74.2% | +114.4% | -40.2% | -9.1% |
| 5Y | +66.1% | +79.6% | -13.4% | -0.9% |
| 10Y | +252.8% | +356.2% | -103.5% | -10.3% |
| All | +404.3% | +604.3% | -200.0% | -12.5% |
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