+58.2%
QQQI vs MTUM
+85.3%
-27.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | 0.0% |
| 7D | -0.3% | +0.7% | -1.1% | -0.8% |
| 30D | -0.3% | -2.4% | +2.2% | +1.2% |
| 3M | +1.3% | -3.6% | +5.0% | +3.1% |
| 6M | +11.5% | +23.7% | -12.2% | -5.7% |
| YTD | +11.3% | +22.9% | -11.6% | -5.7% |
| 1Y | +16.9% | +21.8% | -4.9% | -0.3% |
| All | +58.2% | +85.3% | -27.1% | +0.6% |
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