+1,767.1%
ASML vs MTUM
+349.9%
+1,417.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +2.8% | +4.1% | -1.3% | -2.2% |
| 30D | -0.2% | +0.6% | -0.9% | -1.0% |
| 3M | -2.6% | -0.6% | -1.9% | -1.3% |
| 6M | +27.9% | +25.3% | +2.5% | -2.1% |
| YTD | +62.4% | +23.8% | +38.6% | +26.9% |
| 1Y | +116.2% | +25.4% | +90.8% | +66.5% |
| 3Y | +182.4% | +117.3% | +65.1% | +13.8% |
| 5Y | +112.4% | +79.7% | +32.7% | +9.6% |
| 10Y | +1,767.1% | +359.6% | +1,407.5% | +229.6% |
| All | +1,767.1% | +349.9% | +1,417.2% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling