-40.2%
INTU vs MTUM
+78.7%
-118.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.0% |
| 7D | -3.3% | +0.7% | -4.1% | -3.8% |
| 30D | -3.9% | -2.4% | -1.5% | -2.8% |
| 3M | +16.6% | -3.6% | +20.3% | +15.7% |
| 6M | -26.4% | +23.7% | -50.1% | -43.6% |
| YTD | -51.0% | +22.9% | -73.9% | -62.5% |
| 1Y | -50.8% | +21.8% | -72.5% | -62.1% |
| 3Y | -40.1% | +114.4% | -154.5% | -77.3% |
| All | -40.2% | +78.7% | -118.8% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling