+159.7%
GILD vs MTUM
+357.8%
-198.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.2% |
| 7D | -4.8% | +0.7% | -5.5% | -5.1% |
| 30D | +5.8% | -2.4% | +8.2% | +6.5% |
| 3M | +14.9% | -3.6% | +18.6% | +15.1% |
| 6M | -0.4% | +23.7% | -24.0% | -9.7% |
| YTD | +18.5% | +22.9% | -4.4% | +7.5% |
| 1Y | +25.1% | +21.8% | +3.4% | +13.7% |
| 3Y | +105.9% | +114.4% | -8.6% | +43.1% |
| 5Y | +143.0% | +79.6% | +63.4% | +81.1% |
| All | +159.7% | +357.8% | -198.1% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling