+524.1%
INTC vs MTUM
+595.4%
-71.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -3.3% |
| 7D | +9.4% | +1.2% | +8.2% | +8.2% |
| 30D | +2.7% | -1.7% | +4.4% | +5.2% |
| 3M | -6.3% | -0.5% | -5.8% | -2.7% |
| 6M | +114.5% | +22.3% | +92.1% | +83.4% |
| YTD | +171.9% | +21.4% | +150.5% | +135.4% |
| 1Y | +305.0% | +20.0% | +285.0% | +256.3% |
| 3Y | +168.3% | +113.0% | +55.4% | +34.5% |
| 5Y | +102.3% | +77.3% | +25.0% | +21.0% |
| 10Y | +249.4% | +350.5% | -101.1% | -12.6% |
| All | +524.1% | +595.4% | -71.3% | +17.5% |
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