+318.3%
INTC vs MTUM
+21.2%
+297.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +0.2% |
| 7D | +7.5% | +0.7% | +6.7% | +6.3% |
| 30D | +2.0% | -2.4% | +4.4% | +7.4% |
| 3M | -12.0% | -3.6% | -8.3% | -3.0% |
| 6M | +114.5% | +23.7% | +90.9% | +54.6% |
| YTD | +179.0% | +22.9% | +156.1% | +101.7% |
| 1Y | +318.3% | +21.8% | +296.5% | +220.7% |
| All | +318.3% | +21.2% | +297.1% | +220.7% |
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