+39.9%
XRT vs MTUM
+112.0%
-72.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | -3.6% | +1.2% | -4.8% | -4.1% |
| 30D | -6.7% | -1.7% | -5.0% | -6.2% |
| 3M | -1.4% | -0.5% | -0.9% | -2.9% |
| 6M | +1.7% | +22.3% | -20.6% | -12.1% |
| YTD | -1.5% | +21.4% | -22.8% | -14.7% |
| 1Y | -2.5% | +20.0% | -22.5% | -15.0% |
| All | +39.9% | +112.0% | -72.1% | -17.3% |
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