+171.1%
ADM vs MTUM
+357.8%
-186.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | +2.5% | +0.7% | +1.8% | +2.1% |
| 30D | +9.5% | -2.4% | +11.9% | +10.5% |
| 3M | +10.6% | -3.6% | +14.3% | +11.4% |
| 6M | +24.0% | +23.7% | +0.4% | +10.1% |
| YTD | +54.0% | +22.9% | +31.0% | +36.7% |
| 1Y | +45.3% | +21.8% | +23.6% | +29.2% |
| 3Y | +21.8% | +114.4% | -92.7% | -23.7% |
| 5Y | +66.8% | +79.6% | -12.8% | +14.5% |
| All | +171.1% | +357.8% | -186.8% | +14.8% |
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 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