+96.9%
GLD vs MTUM
+89.8%
+7.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.6% |
| 7D | -4.6% | +6.6% | -11.2% | -5.8% |
| 30D | -5.5% | -10.8% | +5.3% | -3.3% |
| 3M | -10.9% | -13.8% | +2.9% | -8.2% |
| 6M | -17.4% | -10.7% | -6.7% | -15.8% |
| YTD | -10.3% | +9.1% | -19.4% | -11.8% |
| 1Y | -7.2% | +11.4% | -18.5% | -8.9% |
| 3Y | +96.9% | +88.8% | +8.1% | +80.7% |
| All | +96.9% | +89.8% | +7.1% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling