+79.1%
MTUM vs TECH
-43.3%
+122.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | -3.6% | +33.7% | -37.3% | -9.5% |
| 6M | +23.7% | +34.9% | -11.2% | +14.7% |
| YTD | +22.9% | +23.2% | -0.3% | +15.9% |
| 1Y | +21.8% | +36.3% | -14.5% | +11.5% |
| 3Y | +114.4% | +2.3% | +112.2% | +103.3% |
| All | +79.1% | -43.3% | +122.5% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling