+15,732.0%
AVGO vs MTUM
+604.3%
+15,127.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.3% |
| 7D | +1.1% | +0.7% | +0.4% | +0.2% |
| 30D | -13.0% | -2.4% | -10.6% | -10.4% |
| 3M | -6.0% | -3.6% | -2.3% | -2.8% |
| 6M | +6.4% | +23.7% | -17.3% | -19.5% |
| YTD | +5.0% | +22.9% | -17.9% | -19.9% |
| 1Y | +1.4% | +21.8% | -20.4% | -21.0% |
| 3Y | +336.8% | +114.4% | +222.4% | +87.1% |
| 5Y | +698.2% | +79.6% | +618.6% | +318.7% |
| 10Y | +2,837.0% | +356.2% | +2,480.8% | +393.1% |
| All | +15,732.0% | +604.3% | +15,127.6% | +1,627.6% |
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