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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 :
- 0.000529
- -0.008947
- -0.000621
- 0.009320
- 0.004424
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