+188.3%
ITW vs MTUM
+357.8%
-169.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | -0.7% | +0.7% | -1.4% | -1.2% |
| 30D | -8.3% | -2.4% | -5.9% | -7.1% |
| 3M | +6.0% | -3.6% | +9.7% | +6.9% |
| 6M | 0.0% | +23.7% | -23.7% | -14.6% |
| YTD | +10.2% | +22.9% | -12.7% | -5.9% |
| 1Y | +3.2% | +21.8% | -18.5% | -11.7% |
| 3Y | +21.0% | +114.4% | -93.5% | -31.9% |
| 5Y | +37.9% | +79.6% | -41.6% | -12.9% |
| All | +188.3% | +357.8% | -169.6% | -18.8% |
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