+1,627.6%
QLD vs MTUM
+352.0%
+1,275.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | +1.5% |
| 7D | -2.6% | +1.2% | -3.9% | -4.9% |
| 30D | -3.3% | -1.7% | -1.6% | -0.6% |
| 3M | +1.8% | -0.5% | +2.3% | +0.8% |
| 6M | +29.7% | +22.3% | +7.4% | -13.5% |
| YTD | +25.1% | +21.4% | +3.8% | -15.6% |
| 1Y | +37.1% | +20.0% | +17.1% | -4.8% |
| 3Y | +176.3% | +113.0% | +63.4% | -32.9% |
| 5Y | +121.0% | +77.3% | +43.7% | -16.1% |
| All | +1,627.6% | +352.0% | +1,275.6% | +31.1% |
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