+202.9%
GLD vs MTUM
+599.3%
-396.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.0% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | +4.4% | -1.7% | +6.0% | +4.5% |
| 3M | -1.1% | -6.3% | +5.2% | -0.7% |
| 6M | -13.8% | +21.8% | -35.6% | -14.9% |
| YTD | +2.6% | +22.0% | -19.4% | +1.3% |
| 1Y | +24.5% | +25.3% | -0.8% | +22.8% |
| 3Y | +125.8% | +112.1% | +13.7% | +118.2% |
| 5Y | +137.8% | +76.2% | +61.6% | +130.4% |
| 10Y | +221.4% | +340.1% | -118.8% | +228.5% |
| All | +202.9% | +599.3% | -396.4% | +215.7% |
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 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