+21.2%
XYZ vs MTUM
-10.9%
+32.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.1% |
| 7D | -1.1% | +6.6% | -7.7% | -2.0% |
| 30D | +11.5% | -10.8% | +22.3% | +12.8% |
| 3M | +1.8% | -13.8% | +15.6% | +3.5% |
| 6M | +21.2% | -10.7% | +31.9% | +17.1% |
| All | +21.2% | -10.9% | +32.1% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling