+225.0%
AZN vs MTUM
+344.8%
-119.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.6% | +3.1% |
| 7D | +0.7% | -1.7% | +2.4% | +1.2% |
| 30D | +4.7% | -5.5% | +10.2% | +6.6% |
| 3M | -8.4% | -7.5% | -0.9% | -6.8% |
| 6M | -13.8% | +23.4% | -37.1% | -22.4% |
| YTD | -10.0% | +20.0% | -30.0% | -18.2% |
| 1Y | +4.0% | +19.1% | -15.1% | -5.3% |
| 3Y | +27.4% | +109.4% | -82.1% | -11.9% |
| 5Y | +61.3% | +76.2% | -14.9% | +19.0% |
| 10Y | +225.0% | +344.3% | -119.3% | +32.9% |
| All | +225.0% | +344.8% | -119.7% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling