-26.9%
INFY vs MTUM
+26.3%
-53.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -2.8% |
| 7D | -2.9% | +1.7% | -4.6% | -2.5% |
| 30D | -6.2% | -1.7% | -4.6% | -6.6% |
| 3M | -4.9% | -6.3% | +1.4% | -5.3% |
| 6M | -16.6% | +21.8% | -38.4% | -23.7% |
| YTD | -32.9% | +22.0% | -55.0% | -38.6% |
| 1Y | -26.9% | +25.3% | -52.2% | -32.7% |
| All | -26.9% | +26.3% | -53.2% | -32.7% |
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