+11.2%
XLP vs MTUM
-8.7%
+19.8%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +1.5% |
| 7D | -0.5% | +1.5% | -2.1% | -0.2% |
| 30D | +8.3% | -12.1% | +20.4% | +4.1% |
| 3M | +8.7% | -10.0% | +18.7% | +5.3% |
| 6M | +11.2% | -9.4% | +20.6% | +8.4% |
| All | +11.2% | -8.7% | +19.8% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling