+4,297.5%
QLD vs MTUM
+513.5%
+3,784.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.8% |
| 7D | -3.8% | -4.1% | +0.3% | +3.9% |
| 30D | -20.5% | -16.6% | -4.0% | +11.0% |
| 3M | -14.6% | -13.0% | -1.7% | +9.9% |
| 6M | -14.7% | -11.3% | -3.4% | +4.0% |
| YTD | +11.2% | +7.1% | +4.1% | -5.6% |
| 1Y | +7.1% | +6.4% | +0.7% | -7.8% |
| 3Y | +141.1% | +85.9% | +55.2% | -25.5% |
| 5Y | +84.3% | +50.0% | +34.3% | -4.7% |
| 10Y | +1,450.1% | +299.9% | +1,150.2% | +44.8% |
| All | +4,297.5% | +513.5% | +3,784.0% | +121.2% |
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