+60.5%
XOM vs MTUM
+114.7%
-54.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +4.1% | +0.7% | +3.4% | +4.1% |
| 30D | +4.6% | -2.4% | +7.0% | +4.6% |
| 3M | +14.0% | -3.6% | +17.6% | +13.9% |
| 6M | +11.0% | +23.7% | -12.7% | +8.2% |
| YTD | +40.7% | +22.9% | +17.8% | +37.1% |
| 1Y | +52.3% | +21.8% | +30.6% | +48.6% |
| 3Y | +60.5% | +114.4% | -54.0% | +44.0% |
| All | +60.5% | +114.7% | -54.3% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling