+1,412.3%
XLK vs MTUM
+604.3%
+808.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | 0.0% |
| 7D | +0.2% | +0.7% | -0.5% | -0.5% |
| 30D | -0.6% | -2.4% | +1.8% | +1.8% |
| 3M | +2.6% | -3.6% | +6.2% | +5.8% |
| 6M | +34.0% | +23.7% | +10.3% | +7.0% |
| YTD | +30.7% | +22.9% | +7.8% | +5.0% |
| 1Y | +39.2% | +21.8% | +17.4% | +13.0% |
| 3Y | +120.4% | +114.4% | +6.0% | +1.3% |
| 5Y | +148.8% | +79.6% | +69.2% | +36.9% |
| 10Y | +803.3% | +356.2% | +447.0% | +103.6% |
| All | +1,412.3% | +604.3% | +808.0% | +153.7% |
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 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