+851.8%
GLW vs MTUM
+357.8%
+494.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.6% |
| 7D | +7.8% | +0.7% | +7.1% | +7.1% |
| 30D | -0.4% | -2.4% | +2.0% | +2.8% |
| 3M | -5.6% | -3.6% | -1.9% | +2.1% |
| 6M | +26.7% | +23.7% | +3.1% | +10.0% |
| YTD | +91.0% | +22.9% | +68.1% | +68.0% |
| 1Y | +122.4% | +21.8% | +100.6% | +98.2% |
| 3Y | +471.0% | +114.4% | +356.6% | +200.0% |
| 5Y | +385.6% | +79.6% | +306.1% | +198.1% |
| All | +851.8% | +357.8% | +494.0% | +115.3% |
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