+143.8%
IBM vs MTUM
+357.8%
-214.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.3% |
| 7D | +3.6% | +0.7% | +2.9% | +3.2% |
| 30D | +3.1% | -2.4% | +5.5% | +4.3% |
| 3M | -10.8% | -3.6% | -7.2% | -11.1% |
| 6M | -0.8% | +23.7% | -24.5% | -15.1% |
| YTD | -16.2% | +22.9% | -39.1% | -28.0% |
| 1Y | -2.9% | +21.8% | -24.6% | -16.2% |
| 3Y | +79.8% | +114.4% | -34.6% | +9.0% |
| 5Y | +124.9% | +79.6% | +45.3% | +49.4% |
| All | +143.8% | +357.8% | -214.0% | -16.8% |
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 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