+106.2%
XLP vs MTUM
+349.9%
-243.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.9% | +4.1% | -7.0% | -4.2% |
| 30D | -2.2% | +0.6% | -2.9% | -2.6% |
| 3M | -0.6% | -0.6% | +0.1% | -1.5% |
| 6M | -2.2% | +25.3% | -27.5% | -11.9% |
| YTD | +8.3% | +23.8% | -15.5% | -2.3% |
| 1Y | +5.7% | +25.4% | -19.7% | -5.4% |
| 3Y | +25.7% | +117.3% | -91.6% | -14.1% |
| 5Y | +31.3% | +79.7% | -48.4% | -3.1% |
| 10Y | +106.2% | +359.6% | -253.4% | -15.1% |
| All | +106.2% | +349.9% | -243.7% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling