+448.6%
HPQ vs MTUM
+595.4%
-146.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.6% |
| 7D | +3.5% | +1.2% | +2.3% | +2.4% |
| 30D | +13.7% | -1.7% | +15.4% | +14.8% |
| 3M | +33.9% | -0.5% | +34.3% | +30.6% |
| 6M | +80.9% | +22.3% | +58.6% | +46.5% |
| YTD | +52.6% | +21.4% | +31.2% | +23.5% |
| 1Y | +21.2% | +20.0% | +1.2% | -0.9% |
| 3Y | +26.9% | +113.0% | -86.1% | -38.9% |
| 5Y | +41.1% | +77.3% | -36.1% | -19.9% |
| 10Y | +229.6% | +350.5% | -120.9% | -21.8% |
| All | +448.6% | +595.4% | -146.8% | +2.2% |
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