+222.6%
XLP vs MTUM
+537.7%
-315.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -0.2% | +10.8% | -11.0% | -3.8% |
| 30D | +8.2% | -11.4% | +19.6% | +12.3% |
| 3M | +7.7% | -11.7% | +19.4% | +11.7% |
| 6M | +9.3% | -8.2% | +17.5% | +9.9% |
| YTD | +19.5% | +11.3% | +8.2% | +10.1% |
| 1Y | +21.0% | +11.0% | +10.0% | +11.5% |
| 3Y | +43.2% | +93.2% | -50.0% | -1.3% |
| 5Y | +42.7% | +54.8% | -12.1% | +8.7% |
| 10Y | +135.7% | +316.2% | -180.5% | -5.0% |
| All | +222.6% | +537.7% | -315.1% | -2.1% |
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