+32.6%
MTUM vs GLXY
+2.7%
+29.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.4% |
| 7D | +1.2% | -8.9% | +10.2% | +2.5% |
| 30D | -1.7% | +19.9% | -21.6% | -4.4% |
| 3M | -0.5% | -20.0% | +19.5% | +1.1% |
| 6M | +22.3% | +10.5% | +11.8% | +19.2% |
| YTD | +21.4% | +7.9% | +13.4% | +17.2% |
| 1Y | +20.0% | -7.5% | +27.5% | +17.7% |
| All | +32.6% | +2.7% | +29.9% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling