+349.5%
MTUM vs GEN
+159.8%
+189.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | -2.4% | +6.1% | -8.6% | -3.8% |
| 3M | -3.6% | +27.0% | -30.6% | -9.1% |
| 6M | +23.7% | +43.9% | -20.2% | +12.6% |
| YTD | +22.9% | +13.0% | +9.9% | +18.1% |
| 1Y | +21.8% | +4.0% | +17.7% | +19.2% |
| 3Y | +114.4% | +66.2% | +48.3% | +86.3% |
| 5Y | +79.6% | +23.2% | +56.4% | +63.8% |
| All | +349.5% | +159.8% | +189.6% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling