+173.7%
MDLZ vs MTUM
+608.1%
-434.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | 0.0% | +4.1% | -4.1% | -1.6% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +0.9% | -1.9% | +2.8% | 0.0% |
| 6M | +7.3% | +28.1% | -20.8% | -7.1% |
| YTD | +16.4% | +23.6% | -7.1% | +2.1% |
| 1Y | +3.0% | +26.1% | -23.2% | -10.9% |
| 3Y | -3.7% | +116.8% | -120.6% | -41.0% |
| 5Y | +15.6% | +80.0% | -64.4% | -21.9% |
| 10Y | +79.0% | +346.4% | -267.4% | -45.2% |
| All | +173.7% | +608.1% | -434.4% | -43.1% |
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 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