+608.1%
MTUM vs GEN
+253.1%
+355.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.8% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | -0.2% | +2.6% | -2.8% | -0.9% |
| 3M | -1.9% | +15.8% | -17.7% | -5.6% |
| 6M | +28.1% | +33.1% | -5.0% | +18.6% |
| YTD | +23.6% | +11.3% | +12.3% | +19.1% |
| 1Y | +26.1% | +1.7% | +24.5% | +24.0% |
| 3Y | +116.8% | +58.1% | +58.7% | +90.2% |
| 5Y | +80.0% | +20.6% | +59.4% | +64.8% |
| 10Y | +346.4% | +149.0% | +197.4% | +229.3% |
| All | +608.1% | +253.1% | +355.0% | +367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling