+311.7%
GILD vs MTUM
+604.3%
-292.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.3% |
| 7D | -4.8% | +0.7% | -5.5% | -5.2% |
| 30D | +5.8% | -2.4% | +8.2% | +6.7% |
| 3M | +14.9% | -3.6% | +18.6% | +15.2% |
| 6M | -0.4% | +23.7% | -24.0% | -12.3% |
| YTD | +18.5% | +22.9% | -4.4% | +4.5% |
| 1Y | +25.1% | +21.8% | +3.4% | +10.5% |
| 3Y | +105.9% | +114.4% | -8.6% | +28.9% |
| 5Y | +143.0% | +79.6% | +63.4% | +66.3% |
| 10Y | +162.4% | +356.2% | -193.9% | -28.3% |
| All | +311.7% | +604.3% | -292.6% | -38.2% |
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 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