+84.2%
CMCSA vs MTUM
+595.4%
-511.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +3.4% |
| 7D | -5.6% | +1.2% | -6.8% | -6.2% |
| 30D | -1.9% | -1.7% | -0.2% | -1.3% |
| 3M | +6.4% | -0.5% | +6.9% | +4.7% |
| 6M | -16.9% | +22.3% | -39.3% | -28.4% |
| YTD | -6.8% | +21.4% | -28.1% | -19.7% |
| 1Y | -15.9% | +20.0% | -35.9% | -27.3% |
| 3Y | -33.4% | +113.0% | -146.4% | -61.4% |
| 5Y | -46.7% | +77.3% | -124.0% | -65.5% |
| 10Y | +7.0% | +350.5% | -343.4% | -67.3% |
| All | +84.2% | +595.4% | -511.2% | -61.4% |
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 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