-20.4%
INFY vs MTUM
-74.7%
+54.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -77.1% | +81.6% | -2.4% |
| 7D | +4.9% | -79.0% | +83.9% | -4.7% |
| 30D | +21.3% | -80.7% | +102.0% | +7.8% |
| 3M | +2.6% | -79.8% | +82.3% | -7.6% |
| 6M | +4.9% | -78.4% | +83.4% | -8.3% |
| YTD | -26.6% | -74.9% | +48.3% | -38.8% |
| 1Y | -20.4% | -74.8% | +54.4% | -34.2% |
| All | -20.4% | -74.7% | +54.3% | -34.2% |
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 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