+137.1%
GLD vs MTUM
+74.9%
+62.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | -3.4% | +1.2% | -4.6% | -3.5% |
| 30D | -1.1% | -1.7% | +0.5% | -0.9% |
| 3M | +5.8% | -0.5% | +6.3% | +5.7% |
| 6M | -17.1% | +22.3% | -39.4% | -19.0% |
| YTD | 0.0% | +21.4% | -21.3% | -2.2% |
| 1Y | +18.2% | +20.0% | -1.8% | +15.7% |
| 3Y | +122.6% | +113.0% | +9.6% | +111.7% |
| 5Y | +137.1% | +77.3% | +59.8% | +122.7% |
| All | +137.1% | +74.9% | +62.1% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling