+12,714.7%
TQQQ vs MTUM
+604.3%
+12,110.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | -1.0% |
| 7D | -1.9% | +0.7% | -2.6% | -3.9% |
| 30D | -4.9% | -2.4% | -2.4% | +1.3% |
| 3M | -6.4% | -3.6% | -2.8% | +1.7% |
| 6M | +44.4% | +23.7% | +20.7% | -21.6% |
| YTD | +35.2% | +22.9% | +12.3% | -25.4% |
| 1Y | +49.5% | +21.8% | +27.7% | -13.4% |
| 3Y | +250.7% | +114.4% | +136.3% | -51.4% |
| 5Y | +104.7% | +79.6% | +25.1% | -38.1% |
| 10Y | +3,029.5% | +356.2% | +2,673.3% | +16.0% |
| All | +12,714.7% | +604.3% | +12,110.4% | +103.1% |
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