+114.4%
MTUM vs GDDY
+30.8%
+83.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | +0.7% | -3.2% | +3.9% | +0.9% |
| 30D | -2.4% | +6.8% | -9.3% | -3.0% |
| 3M | -3.6% | +30.5% | -34.1% | -7.6% |
| 6M | +23.7% | +13.3% | +10.3% | +20.5% |
| YTD | +22.9% | -21.0% | +43.9% | +31.6% |
| 1Y | +21.8% | -34.0% | +55.8% | +37.7% |
| 3Y | +114.4% | +33.1% | +81.4% | +99.9% |
| All | +114.4% | +30.8% | +83.7% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling