+17.8%
AVGO vs MTUM
+26.3%
-8.5%
-28.7%
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% | -1.9% |
| 7D | -3.0% | +1.7% | -4.7% | -4.9% |
| 30D | -14.4% | -1.7% | -12.8% | -12.9% |
| 3M | -14.4% | -6.3% | -8.1% | -8.6% |
| 6M | +13.1% | +21.8% | -8.7% | -18.2% |
| YTD | +3.8% | +22.0% | -18.2% | -26.1% |
| 1Y | +17.8% | +25.3% | -7.6% | -20.3% |
| All | +17.8% | +26.3% | -8.5% | -20.3% |
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