+376.5%
AZN vs MTUM
+604.3%
-227.9%
-29.7%
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% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | +1.1% | -2.4% | +3.5% | +1.9% |
| 3M | -12.1% | -3.6% | -8.5% | -11.9% |
| 6M | -17.1% | +23.7% | -40.8% | -26.4% |
| YTD | -12.0% | +22.9% | -34.9% | -21.8% |
| 1Y | -0.2% | +21.8% | -22.0% | -11.1% |
| 3Y | +26.8% | +114.4% | -87.7% | -17.3% |
| 5Y | +56.9% | +79.6% | -22.7% | +10.6% |
| 10Y | +226.7% | +356.2% | -129.5% | +16.0% |
| All | +376.5% | +604.3% | -227.9% | +26.9% |
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 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