+108.6%
ASML vs MTUM
+76.4%
+32.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +1.7% |
| 7D | +1.1% | +1.7% | -0.6% | -1.2% |
| 30D | +2.2% | -1.7% | +3.8% | +4.6% |
| 3M | -2.3% | -6.3% | +4.0% | +7.3% |
| 6M | +23.0% | +21.8% | +1.1% | -5.6% |
| YTD | +61.1% | +22.0% | +39.0% | +23.8% |
| 1Y | +129.1% | +25.3% | +103.8% | +69.8% |
| 3Y | +165.4% | +112.1% | +53.2% | -5.5% |
| All | +108.6% | +76.4% | +32.2% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling