+247.9%
SOXX vs MTUM
+78.7%
+169.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | 0.0% |
| 7D | +1.4% | +0.7% | +0.7% | +0.4% |
| 30D | -3.6% | -2.4% | -1.1% | +0.1% |
| 3M | -10.2% | -3.6% | -6.5% | -3.7% |
| 6M | +54.2% | +23.7% | +30.6% | +18.5% |
| YTD | +75.2% | +22.9% | +52.3% | +36.1% |
| 1Y | +107.5% | +21.8% | +85.7% | +64.3% |
| 3Y | +226.8% | +114.4% | +112.3% | +24.2% |
| All | +247.9% | +78.7% | +169.2% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling