+116.0%
MTUM vs ILMN
+32.3%
+83.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +4.1% | -3.9% | +8.0% | +4.6% |
| 30D | +0.6% | +6.9% | -6.2% | -0.3% |
| 3M | -0.6% | +28.1% | -28.7% | -3.9% |
| 6M | +25.3% | +65.0% | -39.6% | +17.3% |
| YTD | +23.8% | +56.3% | -32.5% | +16.3% |
| 1Y | +25.4% | +108.7% | -83.3% | +12.7% |
| All | +116.0% | +32.3% | +83.7% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling