-2.9%
ADSK vs MTUM
+114.7%
-117.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | -14.9% | -2.4% | -12.4% | -14.3% |
| 3M | +3.3% | -3.6% | +7.0% | +2.9% |
| 6M | -15.7% | +23.7% | -39.3% | -30.5% |
| YTD | -28.2% | +22.9% | -51.2% | -40.8% |
| 1Y | -34.5% | +21.8% | -56.3% | -45.7% |
| 3Y | -2.9% | +114.4% | -117.3% | -54.4% |
| All | -2.9% | +114.7% | -117.6% | -54.4% |
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