+4,997.9%
QLD vs MTUM
+599.3%
+4,398.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -3.0% |
| 7D | +0.6% | +1.7% | -1.2% | -2.6% |
| 30D | -0.1% | -1.7% | +1.5% | +2.7% |
| 3M | -8.4% | -6.3% | -2.0% | +2.0% |
| 6M | +32.2% | +21.8% | +10.4% | -11.3% |
| YTD | +28.9% | +22.0% | +6.9% | -14.0% |
| 1Y | +43.8% | +25.3% | +18.5% | -8.4% |
| 3Y | +176.6% | +112.1% | +64.4% | -32.6% |
| 5Y | +121.6% | +76.2% | +45.3% | -15.0% |
| 10Y | +1,652.9% | +340.1% | +1,312.8% | +38.2% |
| All | +4,997.9% | +599.3% | +4,398.6% | +101.5% |
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