+54.8%
MTUM vs ILMN
-44.2%
+99.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +10.8% | +0.7% | +10.1% | +10.7% |
| 30D | -11.4% | -22.7% | +11.3% | -7.8% |
| 3M | -11.7% | +8.6% | -20.3% | -13.3% |
| 6M | -8.2% | +43.8% | -52.0% | -14.0% |
| YTD | +11.3% | +59.8% | -48.5% | +2.0% |
| 1Y | +11.0% | +71.8% | -60.8% | +0.5% |
| 3Y | +93.2% | +119.0% | -25.8% | +60.6% |
| 5Y | +54.8% | -43.8% | +98.6% | +74.9% |
| All | +54.8% | -44.2% | +99.0% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling