+24.1%
ABBV vs MTUM
+26.3%
-2.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -1.2% |
| 7D | +0.4% | +1.7% | -1.3% | +0.6% |
| 30D | +4.2% | -1.7% | +5.8% | +3.9% |
| 3M | +14.8% | -6.3% | +21.2% | +14.4% |
| 6M | +10.3% | +21.8% | -11.6% | +7.7% |
| YTD | +14.9% | +22.0% | -7.1% | +12.3% |
| 1Y | +24.1% | +25.3% | -1.2% | +22.0% |
| All | +24.1% | +26.3% | -2.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling