+79.1%
MTUM vs GDDY
+29.8%
+49.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | +0.7% | -3.2% | +3.9% | +1.1% |
| 30D | -2.4% | +6.8% | -9.3% | -3.9% |
| 3M | -3.6% | +30.5% | -34.1% | -10.5% |
| 6M | +23.7% | +13.3% | +10.3% | +17.7% |
| YTD | +22.9% | -21.0% | +43.9% | +29.5% |
| 1Y | +21.8% | -34.0% | +55.8% | +35.7% |
| 3Y | +114.4% | +33.1% | +81.4% | +85.9% |
| All | +79.1% | +29.8% | +49.4% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling