+34.3%
MTUM vs GLXY
+3.8%
+30.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +0.7% | -7.3% | +8.0% | +1.7% |
| 30D | -2.4% | +15.7% | -18.2% | -4.7% |
| 3M | -3.6% | -26.7% | +23.0% | -1.1% |
| 6M | +23.7% | +13.7% | +10.0% | +20.1% |
| YTD | +22.9% | +9.1% | +13.8% | +18.5% |
| 1Y | +21.8% | -15.5% | +37.2% | +19.8% |
| All | +34.3% | +3.8% | +30.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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