+192.5%
JNJ vs MTUM
+357.8%
-165.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -3.5% | +0.7% | -4.2% | -3.7% |
| 30D | +2.3% | -2.4% | +4.8% | +2.8% |
| 3M | +12.0% | -3.6% | +15.6% | +12.2% |
| 6M | +10.5% | +23.7% | -13.2% | +2.1% |
| YTD | +30.4% | +22.9% | +7.5% | +20.5% |
| 1Y | +52.1% | +21.8% | +30.4% | +40.8% |
| 3Y | +77.8% | +114.4% | -36.6% | +29.5% |
| 5Y | +82.9% | +79.6% | +3.3% | +42.0% |
| All | +192.5% | +357.8% | -165.3% | +38.5% |
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 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