+9.3%
GEHC vs MTUM
+119.1%
-109.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -7.6% | +4.1% | -11.8% | -9.3% |
| 30D | -10.7% | +0.6% | -11.3% | -11.1% |
| 3M | -1.2% | -0.6% | -0.6% | -3.1% |
| 6M | -13.7% | +25.3% | -39.1% | -28.5% |
| YTD | -20.4% | +23.8% | -44.2% | -33.8% |
| 1Y | -17.0% | +25.4% | -42.4% | -31.7% |
| 3Y | +0.9% | +117.3% | -116.3% | -44.4% |
| All | +9.3% | +119.1% | -109.8% | -39.5% |
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