+22.0%
ADM vs MTUM
+112.0%
-90.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | +3.0% | +1.2% | +1.8% | +2.9% |
| 30D | +8.7% | -1.7% | +10.4% | +8.8% |
| 3M | +7.6% | -0.5% | +8.1% | +7.4% |
| 6M | +26.9% | +22.3% | +4.5% | +23.7% |
| YTD | +54.3% | +21.4% | +32.9% | +50.4% |
| 1Y | +45.7% | +20.0% | +25.6% | +42.1% |
| All | +22.0% | +112.0% | -90.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling