+77.3%
MTUM vs ILMN
-55.2%
+132.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | +1.2% | -9.2% | +10.4% | +2.8% |
| 30D | -1.7% | +4.4% | -6.1% | -2.5% |
| 3M | -0.5% | +23.9% | -24.4% | -4.2% |
| 6M | +22.3% | +64.5% | -42.2% | +12.2% |
| YTD | +21.4% | +53.5% | -32.1% | +12.1% |
| 1Y | +20.0% | +110.8% | -90.8% | +4.2% |
| 3Y | +113.0% | +30.7% | +82.3% | +95.5% |
| 5Y | +77.3% | -54.8% | +132.1% | +117.7% |
| All | +77.3% | -55.2% | +132.5% | +117.7% |
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