+268.9%
AMAT vs MTUM
+78.8%
+190.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.0% |
| 7D | +7.0% | +4.1% | +2.9% | +0.7% |
| 30D | -12.2% | -0.2% | -12.0% | -11.7% |
| 3M | -3.8% | -1.9% | -1.9% | +2.7% |
| 6M | +45.9% | +28.1% | +17.8% | +7.5% |
| YTD | +84.6% | +23.6% | +61.1% | +44.8% |
| 1Y | +193.4% | +26.1% | +167.2% | +124.4% |
| 3Y | +228.1% | +116.8% | +111.2% | +19.3% |
| 5Y | +268.9% | +80.0% | +188.9% | +75.4% |
| All | +268.9% | +78.8% | +190.2% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling