+103.0%
IBM vs MTUM
+609.5%
-506.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +3.6% | +4.1% | -0.6% | +1.3% |
| 30D | +1.5% | +0.6% | +0.9% | +1.0% |
| 3M | -12.9% | -0.6% | -12.3% | -14.7% |
| 6M | -3.9% | +25.3% | -29.3% | -18.7% |
| YTD | -17.3% | +23.8% | -41.2% | -29.6% |
| 1Y | -5.0% | +25.4% | -30.4% | -19.8% |
| 3Y | +78.2% | +117.3% | -39.1% | +5.8% |
| 5Y | +120.6% | +79.7% | +41.0% | +45.0% |
| 10Y | +144.5% | +359.6% | -215.1% | -21.3% |
| All | +103.0% | +609.5% | -506.5% | -50.1% |
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 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