+296.4%
ADM vs MTUM
+609.5%
-313.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +1.4% | +4.1% | -2.8% | -0.6% |
| 30D | +8.2% | +0.6% | +7.6% | +7.7% |
| 3M | +8.7% | -0.6% | +9.4% | +7.7% |
| 6M | +29.1% | +25.3% | +3.7% | +12.3% |
| YTD | +53.7% | +23.8% | +29.8% | +34.2% |
| 1Y | +43.2% | +25.4% | +17.9% | +23.7% |
| 3Y | +21.4% | +117.3% | -95.9% | -27.6% |
| 5Y | +67.1% | +79.7% | -12.6% | +11.0% |
| 10Y | +176.6% | +359.6% | -183.0% | -13.6% |
| All | +296.4% | +609.5% | -313.0% | -10.7% |
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