+61.4%
AMAT vs MTUM
+9.7%
+51.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | +0.4% |
| 7D | -11.2% | -10.1% | -1.1% | +8.5% |
| 30D | -31.9% | -15.6% | -16.3% | -5.9% |
| 3M | -32.3% | -12.7% | -19.6% | -11.7% |
| 6M | -5.4% | -3.7% | -1.7% | +7.7% |
| YTD | +44.3% | +9.4% | +34.8% | +34.3% |
| 1Y | +61.4% | +10.2% | +51.1% | +49.1% |
| All | +61.4% | +9.7% | +51.7% | +49.1% |
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