+114.4%
MTUM vs AZO
+10.0%
+104.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +0.7% | -3.6% | +4.3% | +0.9% |
| 30D | -2.4% | -5.6% | +3.1% | -2.2% |
| 3M | -3.6% | -6.6% | +3.0% | -3.4% |
| 6M | +23.7% | -22.5% | +46.2% | +26.7% |
| YTD | +22.9% | -15.2% | +38.1% | +24.3% |
| 1Y | +21.8% | -33.9% | +55.7% | +27.9% |
| 3Y | +114.4% | +11.8% | +102.6% | +103.4% |
| All | +114.4% | +10.0% | +104.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling