+525.0%
MTUM vs ILMN
+266.9%
+258.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -13.8% | +7.5% | -21.2% | -15.9% |
| 6M | -10.7% | +42.8% | -53.5% | -18.3% |
| YTD | +9.1% | +57.8% | -48.8% | -3.1% |
| 1Y | +11.4% | +72.6% | -61.2% | -3.0% |
| 3Y | +88.8% | +129.3% | -40.5% | +46.7% |
| 5Y | +51.7% | -44.5% | +96.2% | +59.5% |
| 10Y | +307.9% | +54.5% | +253.4% | +239.2% |
| All | +525.0% | +266.9% | +258.1% | +330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling