+37.4%
GILD vs MTUM
+26.3%
+11.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.1% |
| 7D | +3.7% | +1.7% | +1.9% | +3.7% |
| 30D | +14.6% | -1.7% | +16.3% | +14.5% |
| 3M | +17.7% | -6.3% | +24.0% | +17.0% |
| 6M | +3.1% | +21.8% | -18.7% | -3.2% |
| YTD | +24.5% | +22.0% | +2.5% | +16.7% |
| 1Y | +37.4% | +25.3% | +12.0% | +28.2% |
| All | +37.4% | +26.3% | +11.1% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling