+533.2%
XYZ vs MTUM
+371.8%
+161.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -3.4% |
| 7D | -1.0% | +1.7% | -2.7% | -3.4% |
| 30D | -1.7% | -1.7% | -0.1% | +0.3% |
| 3M | +16.7% | -6.3% | +23.1% | +21.4% |
| 6M | +26.9% | +21.8% | +5.0% | -15.2% |
| YTD | +27.1% | +22.0% | +5.1% | -15.4% |
| 1Y | +9.3% | +25.3% | -16.1% | -30.7% |
| 3Y | +42.3% | +112.1% | -69.9% | -63.5% |
| 5Y | -69.3% | +76.2% | -145.5% | -88.0% |
| 10Y | +586.8% | +340.1% | +246.7% | -7.0% |
| All | +533.2% | +371.8% | +161.4% | -20.8% |
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