+963.7%
ASX vs MTUM
+352.0%
+611.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -1.1% |
| 7D | +6.5% | +1.2% | +5.2% | +5.2% |
| 30D | +3.1% | -1.7% | +4.8% | +5.3% |
| 3M | +17.4% | -0.5% | +17.8% | +20.7% |
| 6M | +85.4% | +22.3% | +63.1% | +57.2% |
| YTD | +150.1% | +21.4% | +128.7% | +114.0% |
| 1Y | +256.3% | +20.0% | +236.3% | +209.1% |
| 3Y | +446.9% | +113.0% | +333.9% | +177.2% |
| 5Y | +447.1% | +77.3% | +369.8% | +230.0% |
| All | +963.7% | +352.0% | +611.7% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling