+46.6%
ASML vs MTUM
+7.3%
+39.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | -0.3% |
| 7D | -0.8% | -2.8% | +1.9% | +3.1% |
| 30D | -14.9% | -16.4% | +1.5% | +8.6% |
| 3M | -13.0% | -13.4% | +0.4% | +5.9% |
| 6M | -4.7% | -11.1% | +6.4% | +11.2% |
| YTD | +42.3% | +7.3% | +35.0% | +26.4% |
| All | +46.6% | +7.3% | +39.2% | +31.5% |
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