+1,520.2%
QLD vs MTUM
+315.0%
+1,205.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.9% | -2.2% |
| 7D | -1.2% | +1.5% | -2.7% | -3.7% |
| 30D | -15.7% | -12.1% | -3.6% | +6.7% |
| 3M | -10.0% | -10.0% | -0.1% | +8.6% |
| 6M | -11.2% | -9.4% | -1.8% | +4.1% |
| YTD | +16.4% | +11.1% | +5.2% | -7.7% |
| 1Y | +12.7% | +10.8% | +1.9% | -9.9% |
| 3Y | +152.3% | +92.9% | +59.3% | -27.0% |
| 5Y | +91.8% | +55.2% | +36.5% | -6.9% |
| 10Y | +1,520.2% | +315.6% | +1,204.6% | +36.3% |
| All | +1,520.2% | +315.0% | +1,205.2% | +36.3% |
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