+547.1%
XYZ vs MTUM
+321.7%
+225.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +5.7% |
| 7D | -1.1% | +6.6% | -7.7% | -10.2% |
| 30D | +11.5% | -10.8% | +22.3% | +27.7% |
| 3M | +1.8% | -13.8% | +15.6% | +21.5% |
| 6M | +21.2% | -10.7% | +31.9% | +28.1% |
| YTD | +29.9% | +9.1% | +20.9% | -1.8% |
| 1Y | +35.8% | +11.4% | +24.4% | -1.3% |
| 3Y | +62.6% | +88.8% | -26.2% | -52.5% |
| 5Y | -62.8% | +51.7% | -114.5% | -82.5% |
| 10Y | +612.0% | +307.9% | +304.0% | +6.5% |
| All | +547.1% | +321.7% | +225.4% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling