+227.4%
XOM vs MTUM
+595.4%
-368.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.5% |
| 7D | +1.9% | +1.2% | +0.6% | +1.2% |
| 30D | +4.1% | -1.7% | +5.8% | +4.7% |
| 3M | +10.4% | -0.5% | +10.9% | +8.9% |
| 6M | +13.0% | +22.3% | -9.3% | -1.2% |
| YTD | +40.1% | +21.4% | +18.7% | +22.3% |
| 1Y | +51.1% | +20.0% | +31.1% | +32.4% |
| 3Y | +57.7% | +113.0% | -55.2% | -5.2% |
| 5Y | +264.7% | +77.3% | +187.5% | +142.9% |
| 10Y | +193.1% | +350.5% | -157.4% | +0.4% |
| All | +227.4% | +595.4% | -368.0% | -14.4% |
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