+153.3%
AMAT vs MTUM
+89.8%
+63.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | +0.5% |
| 7D | +11.4% | +6.6% | +4.7% | +0.6% |
| 30D | -17.0% | -10.8% | -6.2% | +1.2% |
| 3M | -30.6% | -13.8% | -16.8% | -10.0% |
| 6M | -14.9% | -10.7% | -4.3% | +8.7% |
| YTD | +44.7% | +9.1% | +35.6% | +40.1% |
| 1Y | +66.9% | +11.4% | +55.5% | +57.1% |
| 3Y | +153.3% | +88.8% | +64.5% | +9.0% |
| All | +153.3% | +89.8% | +63.5% | +9.0% |
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