+6.7%
AMZN vs MTUM
+9.7%
-3.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.8% |
| 7D | +4.5% | -10.1% | +14.6% | +8.3% |
| 30D | +5.8% | -15.6% | +21.4% | +11.9% |
| 3M | -4.1% | -12.7% | +8.6% | +0.3% |
| 6M | -2.2% | -3.7% | +1.5% | -6.8% |
| YTD | +15.3% | +9.4% | +5.8% | +0.9% |
| 1Y | +6.7% | +10.2% | -3.5% | -7.5% |
| All | +6.7% | +9.7% | -3.0% | -7.5% |
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 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