+282.9%
QCOM vs MTUM
+357.8%
-74.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +1.5% |
| 7D | +7.8% | +0.7% | +7.1% | +7.0% |
| 30D | +12.2% | -2.4% | +14.6% | +15.0% |
| 3M | -9.9% | -3.6% | -6.2% | -6.7% |
| 6M | +36.9% | +23.7% | +13.3% | +9.4% |
| YTD | +8.0% | +22.9% | -14.9% | -13.6% |
| 1Y | +15.0% | +21.8% | -6.7% | -6.9% |
| 3Y | +75.8% | +114.4% | -38.6% | -22.1% |
| 5Y | +42.2% | +79.6% | -37.4% | -23.1% |
| All | +282.9% | +357.8% | -74.9% | -19.3% |
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