+205.5%
INFY vs MTUM
+604.3%
-398.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | -5.4% | +0.7% | -6.1% | -5.8% |
| 30D | -9.9% | -2.4% | -7.4% | -8.9% |
| 3M | -4.6% | -3.6% | -0.9% | -5.1% |
| 6M | -18.5% | +23.7% | -42.1% | -31.7% |
| YTD | -36.5% | +22.9% | -59.4% | -46.7% |
| 1Y | -32.8% | +21.8% | -54.5% | -43.3% |
| 3Y | -32.2% | +114.4% | -146.6% | -61.9% |
| 5Y | -44.7% | +79.6% | -124.2% | -65.2% |
| 10Y | +82.3% | +356.2% | -273.9% | -43.0% |
| All | +205.5% | +604.3% | -398.8% | -30.6% |
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