+21,927.9%
AMD vs MTUM
+536.8%
+21,391.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +1.5% |
| 7D | +13.1% | +1.5% | +11.6% | +12.5% |
| 30D | -7.0% | -12.1% | +5.1% | +16.4% |
| 3M | +16.6% | -10.0% | +26.5% | +41.7% |
| 6M | +20.5% | -9.4% | +29.9% | +49.8% |
| YTD | +158.2% | +11.1% | +147.0% | +144.6% |
| 1Y | +132.8% | +10.8% | +122.0% | +122.5% |
| 3Y | +366.2% | +92.9% | +273.3% | +110.5% |
| 5Y | +278.7% | +55.2% | +223.4% | +143.4% |
| 10Y | +8,164.6% | +315.6% | +7,848.9% | +1,493.6% |
| All | +21,927.9% | +536.8% | +21,391.1% | +2,513.4% |
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 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