+32.0%
XLP vs MTUM
+78.8%
-46.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -1.4% | +4.1% | -5.5% | -2.1% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +1.8% | -1.9% | +3.8% | +1.6% |
| 6M | -0.8% | +28.1% | -28.9% | -7.6% |
| YTD | +9.5% | +23.6% | -14.0% | +2.8% |
| 1Y | +7.2% | +26.1% | -19.0% | -0.2% |
| 3Y | +27.1% | +116.8% | -89.7% | -3.5% |
| 5Y | +32.0% | +80.0% | -48.0% | +2.4% |
| All | +32.0% | +78.8% | -46.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling