+9.3%
XYZ vs MTUM
+26.3%
-17.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.6% |
| 7D | -1.0% | +1.7% | -2.7% | -1.7% |
| 30D | -1.7% | -1.7% | -0.1% | -1.1% |
| 3M | +16.7% | -6.3% | +23.1% | +18.3% |
| 6M | +26.9% | +21.8% | +5.0% | +0.3% |
| YTD | +27.1% | +22.0% | +5.1% | +0.1% |
| 1Y | +9.3% | +25.3% | -16.1% | -10.7% |
| All | +9.3% | +26.3% | -17.0% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling