+2,641.0%
ASML vs MTUM
+599.3%
+2,041.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +2.0% |
| 7D | +1.1% | +1.7% | -0.6% | -0.9% |
| 30D | +2.2% | -1.7% | +3.8% | +4.3% |
| 3M | -2.3% | -6.3% | +4.0% | +6.4% |
| 6M | +23.0% | +21.8% | +1.1% | -1.4% |
| YTD | +61.1% | +22.0% | +39.0% | +29.3% |
| 1Y | +129.1% | +25.3% | +103.8% | +78.5% |
| 3Y | +165.4% | +112.1% | +53.2% | +14.2% |
| 5Y | +109.5% | +76.2% | +33.2% | +14.0% |
| 10Y | +1,645.7% | +340.1% | +1,305.6% | +284.9% |
| All | +2,641.0% | +599.3% | +2,041.7% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling