+118.0%
AXP vs MTUM
+78.8%
+39.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.9% |
| 7D | +0.6% | +4.1% | -3.5% | -2.3% |
| 30D | -4.3% | -0.2% | -4.1% | -4.4% |
| 3M | +4.7% | -1.9% | +6.6% | +4.0% |
| 6M | +9.0% | +28.1% | -19.1% | -15.0% |
| YTD | -11.1% | +23.6% | -34.7% | -28.7% |
| 1Y | +1.3% | +26.1% | -24.8% | -20.4% |
| 3Y | +114.5% | +116.8% | -2.4% | +2.6% |
| 5Y | +118.0% | +80.0% | +38.0% | +20.0% |
| All | +118.0% | +78.8% | +39.3% | +20.0% |
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