+743.4%
AXTI vs MTUM
+78.7%
+664.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -2.1% |
| 7D | +5.1% | +0.7% | +4.4% | +4.1% |
| 30D | -17.5% | -2.4% | -15.0% | -12.0% |
| 3M | -26.7% | -3.6% | -23.0% | -15.4% |
| 6M | +36.8% | +23.7% | +13.1% | +9.1% |
| YTD | +296.1% | +22.9% | +273.2% | +225.5% |
| 1Y | +1,810.6% | +21.8% | +1,788.9% | +1,531.3% |
| 3Y | +2,587.6% | +114.4% | +2,473.1% | +1,093.8% |
| All | +743.4% | +78.7% | +664.7% | +375.4% |
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