-2.3%
XRT vs MTUM
+76.4%
-78.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.5% |
| 7D | -3.6% | +1.2% | -4.8% | -4.4% |
| 30D | -6.7% | -1.7% | -5.0% | -5.9% |
| 3M | -1.4% | -0.5% | -0.9% | -3.5% |
| 6M | +1.7% | +22.3% | -20.6% | -16.4% |
| YTD | -1.5% | +21.4% | -22.8% | -18.8% |
| 1Y | -2.5% | +20.0% | -22.5% | -19.0% |
| 3Y | +39.9% | +113.0% | -73.0% | -33.8% |
| All | -2.3% | +76.4% | -78.6% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling