+409.4%
GE vs MTUM
+78.7%
+330.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -1.2% |
| 7D | -4.0% | +0.7% | -4.7% | -4.6% |
| 30D | -11.4% | -2.4% | -9.0% | -9.8% |
| 3M | -2.6% | -3.6% | +1.0% | -1.5% |
| 6M | -0.3% | +23.7% | -24.0% | -20.3% |
| YTD | +5.4% | +22.9% | -17.6% | -15.4% |
| 1Y | +15.5% | +21.8% | -6.2% | -6.5% |
| 3Y | +260.8% | +114.4% | +146.3% | +77.0% |
| All | +409.4% | +78.7% | +330.7% | +180.7% |
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