+1,841.9%
AMZN vs MTUM
+595.4%
+1,246.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.6% |
| 7D | -2.7% | +1.2% | -4.0% | -3.9% |
| 30D | -7.5% | -1.7% | -5.8% | -6.4% |
| 3M | +5.8% | -0.5% | +6.3% | +3.0% |
| 6M | +17.5% | +22.3% | -4.8% | -8.0% |
| YTD | +9.1% | +21.4% | -12.2% | -14.3% |
| 1Y | +9.4% | +20.0% | -10.7% | -13.1% |
| 3Y | +82.2% | +113.0% | -30.7% | -19.5% |
| 5Y | +45.2% | +77.3% | -32.1% | -22.3% |
| 10Y | +562.7% | +350.5% | +212.3% | +21.3% |
| All | +1,841.9% | +595.4% | +1,246.6% | +115.3% |
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