+32.8%
PFE vs MTUM
+357.8%
-325.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | +5.4% | -2.4% | +7.8% | +6.1% |
| 3M | +7.8% | -3.6% | +11.4% | +8.1% |
| 6M | +5.0% | +23.7% | -18.6% | -4.6% |
| YTD | +17.1% | +22.9% | -5.8% | +6.3% |
| 1Y | +19.3% | +21.8% | -2.4% | +8.6% |
| 3Y | -0.9% | +114.4% | -115.4% | -30.8% |
| 5Y | -20.8% | +79.6% | -100.3% | -41.0% |
| All | +32.8% | +357.8% | -325.0% | -39.0% |
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