+197.6%
XLP vs MTUM
+599.3%
-401.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.5% |
| 7D | -1.0% | +1.7% | -2.7% | -1.7% |
| 30D | -0.9% | -1.7% | +0.8% | -0.4% |
| 3M | +3.8% | -6.3% | +10.2% | +5.0% |
| 6M | -1.7% | +21.8% | -23.6% | -11.4% |
| YTD | +10.3% | +22.0% | -11.8% | -1.0% |
| 1Y | +7.8% | +25.3% | -17.6% | -4.6% |
| 3Y | +27.2% | +112.1% | -84.9% | -14.7% |
| 5Y | +32.5% | +76.2% | -43.7% | -3.7% |
| 10Y | +101.8% | +340.1% | -238.4% | -18.8% |
| All | +197.6% | +599.3% | -401.7% | -11.9% |
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