+57.4%
JNJ vs MTUM
+26.3%
+31.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -0.8% |
| 7D | +2.7% | +1.7% | +1.0% | +3.0% |
| 30D | +7.4% | -1.7% | +9.0% | +7.1% |
| 3M | +21.2% | -6.3% | +27.6% | +20.3% |
| 6M | +13.4% | +21.8% | -8.4% | +13.1% |
| YTD | +35.1% | +22.0% | +13.1% | +34.8% |
| 1Y | +57.4% | +25.3% | +32.1% | +58.8% |
| All | +57.4% | +26.3% | +31.1% | +58.8% |
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 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