+4,109.1%
AMAT vs MTUM
+599.3%
+3,509.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +1.8% |
| 7D | -1.5% | +1.7% | -3.2% | -3.8% |
| 30D | -14.8% | -1.7% | -13.1% | -12.6% |
| 3M | -9.3% | -6.3% | -2.9% | +3.3% |
| 6M | +27.4% | +21.8% | +5.6% | +2.9% |
| YTD | +77.6% | +22.0% | +55.5% | +44.5% |
| 1Y | +188.9% | +25.3% | +163.6% | +127.8% |
| 3Y | +202.3% | +112.1% | +90.1% | +22.0% |
| 5Y | +248.9% | +76.2% | +172.7% | +84.0% |
| 10Y | +1,585.2% | +340.1% | +1,245.1% | +217.8% |
| All | +4,109.1% | +599.3% | +3,509.7% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling