+363.0%
NDAQ vs MTUM
+357.8%
+5.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -1.4% |
| 7D | -5.6% | +0.7% | -6.3% | -6.0% |
| 30D | -4.4% | -2.4% | -1.9% | -3.0% |
| 3M | +5.9% | -3.6% | +9.5% | +6.0% |
| 6M | +7.7% | +23.7% | -15.9% | -10.9% |
| YTD | -5.2% | +22.9% | -28.1% | -21.4% |
| 1Y | -3.4% | +21.8% | -25.1% | -19.5% |
| 3Y | +85.6% | +114.4% | -28.8% | -1.3% |
| 5Y | +49.5% | +79.6% | -30.1% | -9.5% |
| All | +363.0% | +357.8% | +5.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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