+394.8%
AMD vs MTUM
+116.3%
+278.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.7% |
| 7D | +14.0% | +4.1% | +9.9% | +6.3% |
| 30D | +11.0% | +0.6% | +10.3% | +9.9% |
| 3M | +9.6% | -0.6% | +10.2% | +13.0% |
| 6M | +157.1% | +25.3% | +131.8% | +83.0% |
| YTD | +143.3% | +23.8% | +119.5% | +79.2% |
| 1Y | +234.4% | +25.4% | +209.0% | +143.9% |
| All | +394.8% | +116.3% | +278.5% | +30.8% |
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