+0.2%
XLU vs MTUM
-74.7%
+74.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -77.1% | +76.3% | +0.1% |
| 7D | +0.4% | -79.0% | +79.4% | +1.4% |
| 30D | +5.2% | -80.7% | +85.9% | +6.7% |
| 3M | -0.1% | -79.8% | +79.7% | +1.1% |
| 6M | -5.3% | -78.4% | +73.1% | -5.7% |
| YTD | +3.5% | -74.9% | +78.4% | +0.4% |
| 1Y | +0.2% | -74.8% | +75.1% | -3.0% |
| All | +0.2% | -74.7% | +74.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling