+20.5%
MTUM vs Q
+78.4%
-57.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.5% |
| 7D | +4.1% | +6.6% | -2.5% | +1.7% |
| 30D | +0.6% | -6.6% | +7.2% | +3.0% |
| 3M | -0.6% | -13.2% | +12.6% | +4.5% |
| 6M | +25.3% | +9.9% | +15.4% | +22.3% |
| YTD | +23.8% | +53.9% | -30.1% | +11.3% |
| All | +20.5% | +78.4% | -57.9% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling