+151.4%
ADBE vs MTUM
+357.8%
-206.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.3% |
| 7D | -5.4% | +0.7% | -6.1% | -6.0% |
| 30D | -2.5% | -2.4% | -0.1% | -0.9% |
| 3M | +15.3% | -3.6% | +18.9% | +13.7% |
| 6M | -7.8% | +23.7% | -31.5% | -31.5% |
| YTD | -27.9% | +22.9% | -50.8% | -46.7% |
| 1Y | -28.0% | +21.8% | -49.8% | -46.6% |
| 3Y | -55.3% | +114.4% | -169.8% | -83.2% |
| 5Y | -61.7% | +79.6% | -141.3% | -82.0% |
| All | +151.4% | +357.8% | -206.4% | -62.4% |
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