+1,645.4%
GLW vs MTUM
+595.4%
+1,050.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -1.1% |
| 7D | +11.7% | +1.2% | +10.5% | +10.5% |
| 30D | +2.7% | -1.7% | +4.3% | +5.1% |
| 3M | -2.8% | -0.5% | -2.3% | +1.7% |
| 6M | +20.2% | +22.3% | -2.2% | +5.6% |
| YTD | +87.3% | +21.4% | +65.9% | +67.1% |
| 1Y | +119.6% | +20.0% | +99.6% | +98.8% |
| 3Y | +453.7% | +113.0% | +340.7% | +193.5% |
| 5Y | +376.1% | +77.3% | +298.8% | +196.0% |
| 10Y | +837.2% | +350.5% | +486.8% | +131.0% |
| All | +1,645.4% | +595.4% | +1,050.0% | +187.5% |
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