+126.1%
AMD vs MTUM
+10.6%
+115.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.6% |
| 7D | +44.7% | +10.8% | +33.9% | +18.8% |
| 30D | -3.3% | -11.4% | +8.1% | +26.0% |
| 3M | +21.2% | -11.7% | +32.9% | +59.9% |
| 6M | +30.6% | -8.2% | +38.8% | +60.6% |
| YTD | +173.3% | +11.3% | +162.0% | +142.2% |
| 1Y | +126.1% | +11.0% | +115.1% | +101.1% |
| All | +126.1% | +10.6% | +115.4% | +101.1% |
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