+584.9%
XYZ vs MTUM
+307.2%
+277.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +5.7% |
| 7D | -1.1% | +6.6% | -7.7% | -10.4% |
| 30D | +11.5% | -10.8% | +22.3% | +28.0% |
| 3M | +1.8% | -13.8% | +15.6% | +21.9% |
| 6M | +21.2% | -10.7% | +31.9% | +28.0% |
| YTD | +29.9% | +9.1% | +20.9% | -2.8% |
| 1Y | +35.8% | +11.4% | +24.4% | -2.4% |
| 3Y | +62.6% | +88.8% | -26.2% | -54.5% |
| 5Y | -62.8% | +51.7% | -114.5% | -83.0% |
| All | +584.9% | +307.2% | +277.6% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling