+504.9%
ABBV vs MTUM
+357.8%
+147.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | +0.3% | +0.7% | -0.5% | -0.1% |
| 30D | +3.4% | -2.4% | +5.8% | +4.2% |
| 3M | +15.2% | -3.6% | +18.9% | +15.5% |
| 6M | +14.7% | +23.7% | -9.0% | +1.8% |
| YTD | +15.2% | +22.9% | -7.7% | +2.3% |
| 1Y | +20.4% | +21.8% | -1.4% | +7.1% |
| 3Y | +91.3% | +114.4% | -23.1% | +23.7% |
| 5Y | +189.6% | +79.6% | +110.0% | +103.5% |
| All | +504.9% | +357.8% | +147.1% | +125.5% |
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