+19.6%
MTUM vs Q
+79.8%
-60.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.4% |
| 7D | +0.7% | +4.9% | -4.2% | -1.1% |
| 30D | -2.4% | -11.0% | +8.5% | +1.7% |
| 3M | -3.6% | -15.2% | +11.5% | +2.1% |
| 6M | +23.7% | +8.8% | +14.8% | +20.9% |
| YTD | +22.9% | +55.1% | -32.2% | +10.2% |
| All | +19.6% | +79.8% | -60.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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