+188.9%
AMAT vs MTUM
+26.3%
+162.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +0.9% |
| 7D | -1.5% | +1.7% | -3.2% | -4.5% |
| 30D | -14.8% | -1.7% | -13.1% | -11.9% |
| 3M | -9.3% | -6.3% | -2.9% | +5.9% |
| 6M | +27.4% | +21.8% | +5.6% | -4.3% |
| YTD | +77.6% | +22.0% | +55.5% | +35.2% |
| 1Y | +188.9% | +25.3% | +163.6% | +128.5% |
| All | +188.9% | +26.3% | +162.6% | +128.5% |
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