+3,240.1%
LLY vs MTUM
+525.0%
+2,715.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +2.3% |
| 7D | +6.7% | +6.6% | +0.1% | +3.3% |
| 30D | +19.6% | -10.8% | +30.4% | +25.8% |
| 3M | +19.7% | -13.8% | +33.5% | +27.7% |
| 6M | +42.7% | -10.7% | +53.4% | +46.0% |
| YTD | +35.1% | +9.1% | +26.1% | +21.9% |
| 1Y | +42.2% | +11.4% | +30.8% | +26.4% |
| 3Y | +140.8% | +88.8% | +52.0% | +52.8% |
| 5Y | +480.6% | +51.7% | +428.9% | +316.6% |
| 10Y | +2,061.9% | +307.9% | +1,753.9% | +621.2% |
| All | +3,240.1% | +525.0% | +2,715.1% | +688.9% |
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