+476.3%
ASX vs MTUM
+116.3%
+360.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | +11.1% | +4.1% | +7.0% | +5.2% |
| 30D | +9.6% | +0.6% | +9.0% | +8.9% |
| 3M | +18.6% | -0.6% | +19.3% | +22.3% |
| 6M | +92.1% | +25.3% | +66.8% | +51.7% |
| YTD | +158.5% | +23.8% | +134.7% | +107.4% |
| 1Y | +271.9% | +25.4% | +246.5% | +194.4% |
| All | +476.3% | +116.3% | +360.0% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling