+242.6%
QCOM vs MTUM
+307.2%
-64.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -0.5% |
| 7D | +4.3% | +6.6% | -2.4% | -2.9% |
| 30D | -0.1% | -10.8% | +10.7% | +13.2% |
| 3M | +5.2% | -13.8% | +19.0% | +23.4% |
| 6M | -18.4% | -10.7% | -7.7% | -7.6% |
| YTD | +2.4% | +9.1% | -6.7% | -6.7% |
| 1Y | +0.9% | +11.4% | -10.5% | -10.2% |
| 3Y | +48.4% | +88.8% | -40.4% | -24.6% |
| 5Y | +16.6% | +51.7% | -35.1% | -24.5% |
| All | +242.6% | +307.2% | -64.6% | -29.8% |
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