+8,378.1%
AMD vs MTUM
+352.0%
+8,026.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -0.2% |
| 7D | +10.4% | +1.2% | +9.2% | +8.5% |
| 30D | +6.2% | -1.7% | +7.9% | +9.3% |
| 3M | +11.3% | -0.5% | +11.8% | +14.8% |
| 6M | +147.8% | +22.3% | +125.5% | +91.2% |
| YTD | +135.2% | +21.4% | +113.8% | +86.1% |
| 1Y | +215.7% | +20.0% | +195.6% | +156.8% |
| 3Y | +374.7% | +113.0% | +261.7% | +70.2% |
| 5Y | +378.7% | +77.3% | +301.4% | +135.7% |
| All | +8,378.1% | +352.0% | +8,026.1% | +633.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling