+1,684.1%
ASX vs MTUM
+599.3%
+1,084.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -1.7% |
| 7D | -0.7% | +1.7% | -2.4% | -2.5% |
| 30D | +2.0% | -1.7% | +3.6% | +3.9% |
| 3M | -1.3% | -6.3% | +5.0% | +8.0% |
| 6M | +71.4% | +21.8% | +49.6% | +46.8% |
| YTD | +135.3% | +22.0% | +113.3% | +101.5% |
| 1Y | +267.5% | +25.3% | +242.1% | +207.6% |
| 3Y | +388.5% | +112.1% | +276.3% | +155.6% |
| 5Y | +417.1% | +76.2% | +340.9% | +220.6% |
| 10Y | +872.7% | +340.1% | +532.6% | +191.7% |
| All | +1,684.1% | +599.3% | +1,084.8% | +301.8% |
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