+188.2%
ASML vs MTUM
+117.2%
+71.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +1.2% |
| 7D | +6.0% | +4.1% | +1.9% | +0.5% |
| 30D | +1.4% | -0.2% | +1.6% | +1.7% |
| 3M | +1.0% | -1.9% | +3.0% | +4.1% |
| 6M | +37.0% | +28.1% | +8.9% | -1.1% |
| YTD | +65.8% | +23.6% | +42.2% | +26.1% |
| 1Y | +123.1% | +26.1% | +97.0% | +65.3% |
| 3Y | +188.2% | +116.8% | +71.3% | +2.9% |
| All | +188.2% | +117.2% | +71.0% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling