+17.3%
MDLZ vs MTUM
+78.7%
-61.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +0.4% | -2.4% | +2.9% | +0.6% |
| 3M | -0.6% | -3.6% | +3.0% | -0.6% |
| 6M | +14.7% | +23.7% | -8.9% | +9.3% |
| YTD | +18.0% | +22.9% | -4.9% | +12.4% |
| 1Y | +4.1% | +21.8% | -17.6% | -0.7% |
| 3Y | -4.6% | +114.4% | -119.0% | -25.1% |
| All | +17.3% | +78.7% | -61.3% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling