+165.5%
YUM vs MTUM
+357.8%
-192.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.7% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -5.8% | -2.4% | -3.4% | -4.9% |
| 3M | -7.6% | -3.6% | -4.0% | -7.2% |
| 6M | -9.1% | +23.7% | -32.8% | -20.5% |
| YTD | -5.5% | +22.9% | -28.4% | -17.4% |
| 1Y | -3.7% | +21.8% | -25.5% | -15.7% |
| 3Y | +17.8% | +114.4% | -96.6% | -28.3% |
| 5Y | +19.3% | +79.6% | -60.3% | -19.9% |
| All | +165.5% | +357.8% | -192.3% | -11.5% |
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