+2,344.2%
AXTI vs MTUM
+604.3%
+1,739.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.6% |
| 7D | +5.1% | +0.7% | +4.4% | +4.4% |
| 30D | -17.5% | -2.4% | -15.0% | -13.1% |
| 3M | -26.7% | -3.6% | -23.0% | -17.3% |
| 6M | +36.8% | +23.7% | +13.1% | +15.4% |
| YTD | +296.1% | +22.9% | +273.2% | +243.1% |
| 1Y | +1,810.6% | +21.8% | +1,788.9% | +1,610.9% |
| 3Y | +2,587.6% | +114.4% | +2,473.1% | +1,263.8% |
| 5Y | +601.7% | +79.6% | +522.2% | +333.7% |
| 10Y | +1,460.7% | +356.2% | +1,104.5% | +396.3% |
| All | +2,344.2% | +604.3% | +1,739.8% | +478.6% |
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