+144.3%
ASML vs MTUM
+88.0%
+56.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | -0.3% |
| 7D | -0.8% | -2.8% | +1.9% | +3.0% |
| 30D | -14.9% | -16.4% | +1.5% | +8.3% |
| 3M | -13.0% | -13.4% | +0.4% | +5.7% |
| 6M | -4.7% | -11.1% | +6.4% | +12.0% |
| YTD | +42.3% | +7.3% | +35.0% | +31.0% |
| 1Y | +49.7% | +8.5% | +41.2% | +35.9% |
| 3Y | +144.3% | +89.5% | +54.7% | +4.7% |
| All | +144.3% | +88.0% | +56.3% | +4.7% |
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