+10.6%
XLK vs MTUM
+1.2%
+9.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -8.2% | +0.2% | -0.6% |
| 7D | -14.0% | -16.1% | +2.1% | +0.7% |
| 30D | -19.6% | -22.8% | +3.2% | +1.3% |
| 3M | -12.6% | -19.1% | +6.5% | +5.6% |
| 6M | -1.7% | -13.7% | +12.0% | +10.8% |
| YTD | +13.2% | +0.4% | +12.8% | +9.9% |
| 1Y | +10.6% | +0.8% | +9.8% | +7.0% |
| All | +10.6% | +1.2% | +9.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling