+898.7%
ABBV vs MTUM
+609.5%
+289.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -4.1% | +4.1% | -8.3% | -6.0% |
| 30D | +1.2% | +0.6% | +0.5% | +0.6% |
| 3M | +12.1% | -0.6% | +12.7% | +10.5% |
| 6M | +12.0% | +25.3% | -13.3% | -3.3% |
| YTD | +12.4% | +23.8% | -11.4% | -2.6% |
| 1Y | +22.9% | +25.4% | -2.4% | +5.4% |
| 3Y | +86.8% | +117.3% | -30.5% | +11.5% |
| 5Y | +181.0% | +79.7% | +101.4% | +85.7% |
| 10Y | +497.0% | +359.6% | +137.4% | +62.9% |
| All | +898.7% | +609.5% | +289.2% | +73.0% |
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 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