+398.9%
XLY vs MTUM
+604.3%
-205.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.1% |
| 7D | -1.7% | +0.7% | -2.4% | -2.3% |
| 30D | -4.2% | -2.4% | -1.7% | -2.6% |
| 3M | -2.7% | -3.6% | +1.0% | -1.8% |
| 6M | -0.6% | +23.7% | -24.3% | -19.7% |
| YTD | -5.0% | +22.9% | -27.9% | -23.1% |
| 1Y | -4.1% | +21.8% | -25.9% | -21.9% |
| 3Y | +33.6% | +114.4% | -80.8% | -34.3% |
| 5Y | +28.7% | +79.6% | -50.8% | -26.0% |
| 10Y | +219.6% | +356.2% | -136.6% | -20.6% |
| All | +398.9% | +604.3% | -205.4% | -15.0% |
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