+479.4%
ASX vs MTUM
+80.5%
+398.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | +11.1% | +4.1% | +7.0% | +5.6% |
| 30D | +9.6% | +0.6% | +9.0% | +9.0% |
| 3M | +18.6% | -0.6% | +19.3% | +22.3% |
| 6M | +92.1% | +25.3% | +66.8% | +53.2% |
| YTD | +158.5% | +23.8% | +134.7% | +109.2% |
| 1Y | +271.9% | +25.4% | +246.5% | +197.3% |
| 3Y | +465.2% | +117.3% | +348.0% | +144.8% |
| 5Y | +479.4% | +79.7% | +399.8% | +203.0% |
| All | +479.4% | +80.5% | +398.9% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling