+25.3%
MTUM vs GEN
+5.4%
+19.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.8% |
| 7D | +1.7% | -1.2% | +2.9% | +1.7% |
| 30D | -1.7% | +10.1% | -11.8% | -1.6% |
| 3M | -6.3% | +16.1% | -22.4% | -5.7% |
| 6M | +21.8% | +38.9% | -17.0% | +19.3% |
| YTD | +22.0% | +14.4% | +7.6% | +21.5% |
| 1Y | +25.3% | +5.9% | +19.5% | +25.0% |
| All | +25.3% | +5.4% | +19.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling