+19.7%
QCOM vs MTUM
+55.0%
-35.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +13.0% | +10.8% | +2.2% | +0.2% |
| 30D | +0.2% | -11.4% | +11.6% | +15.3% |
| 3M | +9.2% | -11.7% | +20.9% | +25.9% |
| 6M | -15.0% | -8.2% | -6.8% | -6.3% |
| YTD | +5.2% | +11.3% | -6.1% | -7.7% |
| 1Y | +2.4% | +11.0% | -8.7% | -10.0% |
| 3Y | +52.0% | +93.2% | -41.3% | -32.9% |
| 5Y | +19.7% | +54.8% | -35.1% | -29.5% |
| All | +19.7% | +55.0% | -35.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling