+25.3%
MTUM vs TECH
+36.9%
-11.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -1.7% | +0.7% | -2.4% | -1.7% |
| 3M | -6.3% | +36.3% | -42.7% | -8.6% |
| 6M | +21.8% | +25.6% | -3.7% | +19.0% |
| YTD | +22.0% | +23.7% | -1.7% | +19.0% |
| 1Y | +25.3% | +37.6% | -12.3% | +23.4% |
| All | +25.3% | +36.9% | -11.6% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 1y: compounded portfolio wealth divided by compounded TECH 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…
1y analysis · Full analysis span regression · 6 months rolling