+262.8%
ABT vs MTUM
+595.4%
-332.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.7% |
| 7D | -5.0% | +1.2% | -6.2% | -5.7% |
| 30D | -5.8% | -1.7% | -4.1% | -5.1% |
| 3M | +16.7% | -0.5% | +17.2% | +14.3% |
| 6M | -5.2% | +22.3% | -27.6% | -19.3% |
| YTD | -16.0% | +21.4% | -37.3% | -28.4% |
| 1Y | -18.3% | +20.0% | -38.3% | -30.1% |
| 3Y | +9.2% | +113.0% | -103.7% | -40.6% |
| 5Y | -11.6% | +77.3% | -88.8% | -45.5% |
| 10Y | +204.2% | +350.5% | -146.2% | -21.4% |
| All | +262.8% | +595.4% | -332.6% | -36.8% |
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