-31.9%
ADSK vs MTUM
+26.3%
-58.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.8% | -10.1% | -7.8% |
| 7D | -16.4% | +1.7% | -18.1% | -16.0% |
| 30D | -9.2% | -1.7% | -7.6% | -9.5% |
| 3M | -6.7% | -6.3% | -0.4% | -6.8% |
| 6M | -15.5% | +21.8% | -37.3% | -21.6% |
| YTD | -26.4% | +22.0% | -48.4% | -31.6% |
| 1Y | -31.9% | +25.3% | -57.2% | -36.8% |
| All | -31.9% | +26.3% | -58.2% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling