+267.5%
ASX vs MTUM
+26.3%
+241.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -2.6% |
| 7D | -0.7% | +1.7% | -2.4% | -3.4% |
| 30D | +2.0% | -1.7% | +3.6% | +4.8% |
| 3M | -1.3% | -6.3% | +5.0% | +11.4% |
| 6M | +71.4% | +21.8% | +49.6% | +38.8% |
| YTD | +135.3% | +22.0% | +113.3% | +90.8% |
| 1Y | +267.5% | +25.3% | +242.1% | +192.1% |
| All | +267.5% | +26.3% | +241.2% | +192.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling