+281.9%
QCOM vs MTUM
+599.3%
-317.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.8% |
| 7D | +3.3% | +1.7% | +1.6% | +1.5% |
| 30D | +7.7% | -1.7% | +9.4% | +9.3% |
| 3M | -30.1% | -6.3% | -23.7% | -25.1% |
| 6M | +22.8% | +21.8% | +1.0% | +0.6% |
| YTD | +0.2% | +22.0% | -21.8% | -18.4% |
| 1Y | +7.9% | +25.3% | -17.5% | -14.5% |
| 3Y | +55.8% | +112.1% | -56.3% | -27.1% |
| 5Y | +30.1% | +76.2% | -46.2% | -25.9% |
| 10Y | +248.9% | +340.1% | -91.3% | -8.0% |
| All | +281.9% | +599.3% | -317.4% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling