+289.3%
INTC vs MTUM
+26.3%
+263.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +1.1% |
| 7D | +7.1% | +1.7% | +5.4% | +3.7% |
| 30D | -5.2% | -1.7% | -3.6% | -1.9% |
| 3M | -14.3% | -6.3% | -8.0% | -0.2% |
| 6M | +110.2% | +21.8% | +88.3% | +56.4% |
| YTD | +159.6% | +22.0% | +137.6% | +91.8% |
| 1Y | +289.3% | +25.3% | +263.9% | +208.1% |
| All | +289.3% | +26.3% | +263.0% | +208.1% |
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 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