+21.3%
HPQ vs MTUM
+9.7%
+11.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.8% | +5.9% |
| 7D | -7.8% | -10.1% | +2.3% | -7.4% |
| 30D | -4.9% | -15.6% | +10.7% | -4.4% |
| 3M | +4.9% | -12.7% | +17.6% | +5.2% |
| 6M | +47.1% | -3.7% | +50.8% | +44.5% |
| YTD | +39.5% | +9.4% | +30.1% | +33.4% |
| 1Y | +21.3% | +10.2% | +11.0% | +16.7% |
| All | +21.3% | +9.7% | +11.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling