+349.5%
MTUM vs QID
-99.2%
+448.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +0.5% |
| 7D | +0.7% | +1.3% | -0.6% | +1.3% |
| 30D | -2.4% | +2.9% | -5.4% | -1.0% |
| 3M | -3.6% | -0.7% | -2.9% | -2.0% |
| 6M | +23.7% | -29.7% | +53.3% | +10.9% |
| YTD | +22.9% | -27.9% | +50.8% | +12.2% |
| 1Y | +21.8% | -34.6% | +56.3% | +7.8% |
| 3Y | +114.4% | -73.5% | +188.0% | +45.8% |
| 5Y | +79.6% | -81.0% | +160.6% | +24.8% |
| All | +349.5% | -99.2% | +448.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling