+217.8%
INTU vs MTUM
+357.8%
-140.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.7% |
| 7D | -3.3% | +0.7% | -4.1% | -4.0% |
| 30D | -3.9% | -2.4% | -1.5% | -2.4% |
| 3M | +16.6% | -3.6% | +20.3% | +15.3% |
| 6M | -26.4% | +23.7% | -50.1% | -45.7% |
| YTD | -51.0% | +22.9% | -73.9% | -63.9% |
| 1Y | -50.8% | +21.8% | -72.5% | -63.5% |
| 3Y | -40.1% | +114.4% | -154.5% | -77.4% |
| 5Y | -41.2% | +79.6% | -120.8% | -72.2% |
| All | +217.8% | +357.8% | -140.1% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling