+81.7%
MDLZ vs MTUM
+357.8%
-276.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.6% |
| 30D | +0.4% | -2.4% | +2.9% | +1.2% |
| 3M | -0.6% | -3.6% | +3.0% | -0.6% |
| 6M | +14.7% | +23.7% | -8.9% | +2.9% |
| YTD | +18.0% | +22.9% | -4.9% | +5.7% |
| 1Y | +4.1% | +21.8% | -17.6% | -6.6% |
| 3Y | -4.6% | +114.4% | -119.0% | -37.5% |
| 5Y | +18.4% | +79.6% | -61.2% | -15.8% |
| All | +81.7% | +357.8% | -276.1% | -43.5% |
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