-68.1%
XYZ vs MTUM
+74.9%
-143.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +2.3% |
| 7D | -5.2% | +1.2% | -6.4% | -7.0% |
| 30D | 0.0% | -1.7% | +1.7% | +1.7% |
| 3M | +18.7% | -0.5% | +19.1% | +12.2% |
| 6M | +20.5% | +22.3% | -1.8% | -20.4% |
| YTD | +21.5% | +21.4% | +0.1% | -19.2% |
| 1Y | +7.2% | +20.0% | -12.8% | -27.5% |
| 3Y | +49.0% | +113.0% | -64.0% | -67.7% |
| 5Y | -68.1% | +77.3% | -145.4% | -89.1% |
| All | -68.1% | +74.9% | -143.0% | -89.1% |
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