-11.3%
ABT vs MTUM
+78.7%
-89.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.6% |
| 7D | -5.9% | +0.7% | -6.6% | -6.0% |
| 30D | -8.1% | -2.4% | -5.6% | -7.7% |
| 3M | +14.5% | -3.6% | +18.2% | +14.5% |
| 6M | -6.3% | +23.7% | -29.9% | -13.9% |
| YTD | -17.1% | +22.9% | -40.0% | -23.9% |
| 1Y | -21.4% | +21.8% | -43.1% | -27.7% |
| 3Y | +5.9% | +114.4% | -108.5% | -27.3% |
| All | -11.3% | +78.7% | -89.9% | -35.6% |
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