+604.3%
MTUM vs IDXX
+1,034.0%
-429.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | +0.7% | -5.7% | +6.4% | +2.6% |
| 30D | -2.4% | -11.5% | +9.1% | +1.4% |
| 3M | -3.6% | -9.5% | +5.9% | -1.2% |
| 6M | +23.7% | -16.0% | +39.6% | +29.5% |
| YTD | +22.9% | -25.4% | +48.3% | +33.7% |
| 1Y | +21.8% | -21.8% | +43.5% | +29.4% |
| 3Y | +114.4% | +7.0% | +107.4% | +94.9% |
| 5Y | +79.6% | -26.0% | +105.5% | +82.4% |
| 10Y | +356.2% | +358.9% | -2.7% | +146.0% |
| All | +604.3% | +1,034.0% | -429.7% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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