+4.5%
QQQM vs MTUM
-74.7%
+79.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -77.1% | +70.7% | +5.0% |
| 7D | -9.4% | -79.0% | +69.6% | +7.5% |
| 30D | -14.7% | -80.7% | +66.0% | +6.8% |
| 3M | -9.6% | -79.8% | +70.2% | +9.7% |
| 6M | -4.7% | -78.4% | +73.7% | +9.4% |
| YTD | +5.9% | -74.9% | +80.8% | +8.2% |
| 1Y | +4.5% | -74.8% | +79.3% | +6.3% |
| All | +4.5% | -74.7% | +79.2% | +6.3% |
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