+4,921.3%
SOXL vs MTUM
+357.8%
+4,563.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +4.0% | +0.3% |
| 7D | +3.9% | +0.7% | +3.2% | +1.6% |
| 30D | -14.3% | -2.4% | -11.9% | -3.1% |
| 3M | -45.6% | -3.6% | -42.0% | -19.5% |
| 6M | +117.2% | +23.7% | +93.5% | +58.9% |
| YTD | +189.8% | +22.9% | +166.9% | +131.4% |
| 1Y | +317.7% | +21.8% | +296.0% | +275.6% |
| 3Y | +478.6% | +114.4% | +364.2% | +24.9% |
| 5Y | +169.5% | +79.6% | +89.9% | +74.4% |
| All | +4,921.3% | +357.8% | +4,563.5% | +165.5% |
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 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