+222.0%
XLP vs MTUM
+514.8%
-292.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.8% |
| 7D | +0.1% | -2.8% | +2.9% | +0.8% |
| 30D | +8.9% | -16.4% | +25.4% | +15.4% |
| 3M | +7.5% | -13.4% | +20.8% | +12.1% |
| 6M | +9.4% | -11.1% | +20.5% | +11.2% |
| YTD | +19.3% | +7.3% | +12.0% | +11.3% |
| 1Y | +21.7% | +8.5% | +13.2% | +12.9% |
| 3Y | +44.0% | +89.5% | -45.6% | -0.4% |
| 5Y | +42.8% | +48.7% | -6.0% | +10.3% |
| 10Y | +128.8% | +295.6% | -166.8% | -5.7% |
| All | +222.0% | +514.8% | -292.9% | -1.0% |
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