+14.1%
QLD vs MTUM
+9.1%
+4.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | +0.1% |
| 7D | +7.0% | +6.6% | +0.4% | -1.5% |
| 30D | -14.3% | -10.8% | -3.5% | -0.1% |
| 3M | -16.0% | -13.8% | -2.2% | +2.3% |
| 6M | -14.2% | -10.7% | -3.6% | -0.7% |
| YTD | +12.8% | +9.1% | +3.7% | -1.9% |
| 1Y | +14.1% | +11.4% | +2.7% | -4.0% |
| All | +14.1% | +9.1% | +4.9% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling