+1,879.6%
AMZN vs MTUM
+604.3%
+1,275.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +0.7% |
| 7D | -0.7% | +0.7% | -1.4% | -1.4% |
| 30D | -3.9% | -2.4% | -1.5% | -2.1% |
| 3M | +6.3% | -3.6% | +10.0% | +7.0% |
| 6M | +20.8% | +23.7% | -2.9% | -6.4% |
| YTD | +11.2% | +22.9% | -11.7% | -13.7% |
| 1Y | +11.7% | +21.8% | -10.1% | -12.5% |
| 3Y | +79.4% | +114.4% | -35.0% | -21.2% |
| 5Y | +48.0% | +79.6% | -31.5% | -21.8% |
| 10Y | +575.6% | +356.2% | +219.4% | +22.2% |
| All | +1,879.6% | +604.3% | +1,275.3% | +116.9% |
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