+20.0%
YUM vs MTUM
+78.7%
-58.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -5.8% | -2.4% | -3.4% | -5.3% |
| 3M | -7.6% | -3.6% | -4.0% | -7.4% |
| 6M | -9.1% | +23.7% | -32.8% | -17.3% |
| YTD | -5.5% | +22.9% | -28.4% | -14.0% |
| 1Y | -3.7% | +21.8% | -25.5% | -12.3% |
| 3Y | +17.8% | +114.4% | -96.6% | -21.1% |
| All | +20.0% | +78.7% | -58.6% | -14.7% |
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