+152.0%
QQQM vs MTUM
+110.0%
+42.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.2% |
| 7D | -0.6% | +0.7% | -1.3% | -1.2% |
| 30D | -1.2% | -2.4% | +1.2% | +0.8% |
| 3M | -0.1% | -3.6% | +3.5% | +2.1% |
| 6M | +18.0% | +23.7% | -5.7% | -4.5% |
| YTD | +16.7% | +22.9% | -6.2% | -5.3% |
| 1Y | +23.0% | +21.8% | +1.3% | +0.8% |
| 3Y | +93.3% | +114.4% | -21.1% | -7.5% |
| 5Y | +96.3% | +79.6% | +16.7% | +9.2% |
| All | +152.0% | +110.0% | +42.1% | +20.9% |
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