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QQQ 0.022485 -0.024841 0.045578 -0.068245 -0.022073 0.113699 0.006088 -0.015948 -0.069104 -0.015654 0.068526 -0.031868 0.043700 -0.022780 0.071508 0.010501 0.022135 -0.014572 0.004359 0.011322 0.051401 0.043751 0.020269 0.027269

QQQ
0.022485
-0.024841
0.045578
-0.068245
-0.022073
0.113699
0.006088
-0.015948
-0.069104
-0.015654
0.068526
-0.031868
0.043700
-0.022780
0.071508
0.010501
0.022135
-0.014572
0.004359
0.011322
0.051401
0.043751
0.020269
0.027269
0.038974
-0.023179
0.040613
0.020736
-0.002952
0.046064
0.019717
0.006031
0.087571
-0.012928
-0.040788
0.005058
0.056729
0.011450
0.027964
0.057807
-0.002816
-0.085957
-0.002650
-0.086607
0.090108
0.029912
0.039246
0.054993
-0.082252
0.075901
0.023348
-0.018995
0.009179
0.043801
0.040694
0.038864
0.030384
-0.060574
-0.072858
0.149738
0.066009
0.062867
0.073465

MTUM
0.033636
-0.003449
0.037934
-0.060013
-0.018895
0.073156
0.005328
-0.001344
-0.038068
-0.012766
0.053073
-0.006293
0.024505
0.029512
0.026832
-0.014914
0.004931
-0.019387
-0.005931
0.010952
0.031505
0.037955
0.020524
0.025771
0.047653
0.003453
0.034762
0.014677
0.028089
0.050376
0.027960
0.001225
0.082226
-0.014604
-0.034528
0.005004
0.034476
-0.000715
0.017593
0.058676
0.009187
-0.098572
0.014170
-0.075145
0.064551
0.033927
0.021171
0.022553
-0.021968
0.061208
0.017960
0.002651
-0.011384
0.006457
0.032911
0.016966
0.037432
-0.071856
-0.115335
0.117017
0.058685
0.043244
0.070153

The alpha of MTUM with respect to QQQ is :

  1. 0.000529
  2. -0.008947
  3. -0.000621
  4. 0.009320
  5. 0.004424

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