+136.8%
XLP vs MTUM
+315.0%
-178.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.7% |
| 7D | -0.5% | +1.5% | -2.1% | -1.2% |
| 30D | +8.3% | -12.1% | +20.4% | +12.2% |
| 3M | +8.7% | -10.0% | +18.7% | +11.5% |
| 6M | +11.2% | -9.4% | +20.6% | +12.2% |
| YTD | +20.0% | +11.1% | +8.9% | +11.4% |
| 1Y | +21.3% | +10.8% | +10.6% | +12.6% |
| 3Y | +43.8% | +92.9% | -49.1% | +2.0% |
| 5Y | +43.3% | +55.2% | -11.9% | +11.3% |
| 10Y | +136.8% | +315.6% | -178.9% | +6.5% |
| All | +136.8% | +315.0% | -178.3% | +6.5% |
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 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