+311.3%
MTUM vs ILMN
+54.3%
+257.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +6.6% | -2.9% | +9.5% | +7.3% |
| 30D | -10.8% | -23.8% | +13.0% | -5.4% |
| 3M | -13.8% | +7.5% | -21.2% | -16.0% |
| 6M | -10.7% | +42.8% | -53.5% | -18.8% |
| YTD | +9.1% | +57.8% | -48.8% | -4.0% |
| 1Y | +11.4% | +72.6% | -61.2% | -4.1% |
| 3Y | +88.8% | +129.3% | -40.5% | +42.8% |
| 5Y | +51.7% | -44.5% | +96.2% | +64.7% |
| All | +311.3% | +54.3% | +257.0% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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