+169.4%
XLV vs MTUM
+357.8%
-188.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | -3.6% | +0.7% | -4.3% | -3.9% |
| 30D | -1.8% | -2.4% | +0.6% | -0.9% |
| 3M | +7.8% | -3.6% | +11.4% | +8.1% |
| 6M | +9.1% | +23.7% | -14.6% | -5.2% |
| YTD | +7.7% | +22.9% | -15.2% | -6.4% |
| 1Y | +20.4% | +21.8% | -1.3% | +4.9% |
| 3Y | +30.8% | +114.4% | -83.7% | -21.2% |
| 5Y | +34.6% | +79.6% | -44.9% | -10.4% |
| All | +169.4% | +357.8% | -188.4% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling