+114.4%
MTUM vs QID
-73.7%
+188.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +0.4% |
| 7D | +0.7% | +1.3% | -0.6% | +1.4% |
| 30D | -2.4% | +2.9% | -5.4% | -0.8% |
| 3M | -3.6% | -0.7% | -2.9% | -1.8% |
| 6M | +23.7% | -29.7% | +53.3% | +9.3% |
| YTD | +22.9% | -27.9% | +50.8% | +10.7% |
| 1Y | +21.8% | -34.6% | +56.3% | +6.0% |
| 3Y | +114.4% | -73.5% | +188.0% | +38.5% |
| All | +114.4% | -73.7% | +188.2% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling