-60.9%
ADBE vs MTUM
+78.7%
-139.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.6% |
| 7D | -5.4% | +0.7% | -6.1% | -5.8% |
| 30D | -2.5% | -2.4% | -0.1% | -1.4% |
| 3M | +15.3% | -3.6% | +18.9% | +14.3% |
| 6M | -7.8% | +23.7% | -31.5% | -27.8% |
| YTD | -27.9% | +22.9% | -50.8% | -43.8% |
| 1Y | -28.0% | +21.8% | -49.8% | -43.6% |
| 3Y | -55.3% | +114.4% | -169.8% | -82.0% |
| All | -60.9% | +78.7% | -139.6% | -80.1% |
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