+75.8%
GM vs MTUM
+78.7%
-2.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.5% |
| 7D | -2.4% | +0.7% | -3.2% | -3.0% |
| 30D | -1.1% | -2.4% | +1.3% | +0.4% |
| 3M | +6.1% | -3.6% | +9.8% | +7.2% |
| 6M | +15.0% | +23.7% | -8.7% | -6.0% |
| YTD | +6.0% | +22.9% | -16.9% | -13.2% |
| 1Y | +47.1% | +21.8% | +25.3% | +21.1% |
| 3Y | +170.5% | +114.4% | +56.0% | +23.9% |
| All | +75.8% | +78.7% | -2.9% | -3.7% |
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