+6.1%
CMCSA vs MTUM
+357.8%
-351.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -4.9% | +0.7% | -5.6% | -5.2% |
| 30D | -1.1% | -2.4% | +1.4% | -0.1% |
| 3M | +6.6% | -3.6% | +10.2% | +6.9% |
| 6M | -15.5% | +23.7% | -39.1% | -26.7% |
| YTD | -6.7% | +22.9% | -29.6% | -19.2% |
| 1Y | -15.6% | +21.8% | -37.4% | -26.8% |
| 3Y | -33.7% | +114.4% | -148.1% | -60.4% |
| 5Y | -46.6% | +79.6% | -126.2% | -64.7% |
| All | +6.1% | +357.8% | -351.7% | -63.3% |
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