+197.1%
ABT vs MTUM
+357.8%
-160.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -2.0% |
| 7D | -5.9% | +0.7% | -6.6% | -6.2% |
| 30D | -8.1% | -2.4% | -5.6% | -7.2% |
| 3M | +14.5% | -3.6% | +18.2% | +14.5% |
| 6M | -6.3% | +23.7% | -29.9% | -19.6% |
| YTD | -17.1% | +22.9% | -40.0% | -28.9% |
| 1Y | -21.4% | +21.8% | -43.1% | -32.4% |
| 3Y | +5.9% | +114.4% | -108.5% | -40.2% |
| 5Y | -12.8% | +79.6% | -92.3% | -44.7% |
| All | +197.1% | +357.8% | -160.7% | -16.9% |
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