+780.7%
GOOG vs MTUM
+357.8%
+422.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.5% |
| 7D | 0.0% | +0.7% | -0.7% | -0.6% |
| 30D | -2.0% | -2.4% | +0.5% | -0.2% |
| 3M | -5.9% | -3.6% | -2.2% | -4.9% |
| 6M | +8.9% | +23.7% | -14.8% | -12.5% |
| YTD | +7.1% | +22.9% | -15.8% | -13.9% |
| 1Y | +39.7% | +21.8% | +17.9% | +13.1% |
| 3Y | +145.8% | +114.4% | +31.4% | +16.1% |
| 5Y | +138.6% | +79.6% | +59.0% | +32.6% |
| All | +780.7% | +357.8% | +422.8% | +82.1% |
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