+472.4%
INTU vs MTUM
+608.1%
-135.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.2% |
| 7D | -7.5% | +4.1% | -11.6% | -10.9% |
| 30D | -1.9% | -0.2% | -1.7% | -2.4% |
| 3M | +4.9% | -1.9% | +6.8% | +1.6% |
| 6M | -33.2% | +28.1% | -61.3% | -52.3% |
| YTD | -51.4% | +23.6% | -75.0% | -64.3% |
| 1Y | -52.0% | +26.1% | -78.1% | -65.7% |
| 3Y | -40.7% | +116.8% | -157.5% | -77.4% |
| 5Y | -41.7% | +80.0% | -121.7% | -72.0% |
| 10Y | +211.1% | +346.4% | -135.3% | -41.2% |
| All | +472.4% | +608.1% | -135.8% | -21.8% |
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