+2,321.9%
ASML vs MTUM
+514.8%
+1,807.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +0.3% |
| 7D | -0.8% | -2.8% | +1.9% | +2.8% |
| 30D | -14.9% | -16.4% | +1.5% | +5.9% |
| 3M | -13.0% | -13.4% | +0.4% | +3.9% |
| 6M | -4.7% | -11.1% | +6.4% | +11.0% |
| YTD | +42.3% | +7.3% | +35.0% | +34.0% |
| 1Y | +49.7% | +8.5% | +41.2% | +39.3% |
| 3Y | +144.3% | +89.5% | +54.7% | +20.9% |
| 5Y | +86.4% | +48.7% | +37.6% | +24.2% |
| 10Y | +1,504.8% | +295.6% | +1,209.2% | +306.3% |
| All | +2,321.9% | +514.8% | +1,807.1% | +313.6% |
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