+1,651.8%
GOOGL vs MTUM
+595.4%
+1,056.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +2.3% |
| 7D | -2.8% | +1.2% | -4.1% | -3.9% |
| 30D | -3.2% | -1.7% | -1.5% | -2.1% |
| 3M | -6.6% | -0.5% | -6.1% | -8.6% |
| 6M | +8.5% | +22.3% | -13.9% | -12.7% |
| YTD | +6.5% | +21.4% | -14.9% | -14.1% |
| 1Y | +39.4% | +20.0% | +19.4% | +13.6% |
| 3Y | +146.2% | +113.0% | +33.2% | +14.6% |
| 5Y | +138.3% | +77.3% | +61.1% | +31.8% |
| 10Y | +751.7% | +350.5% | +401.2% | +82.1% |
| All | +1,651.8% | +595.4% | +1,056.4% | +162.8% |
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