+35.1%
MTUM vs GLXY
+15.1%
+19.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.5% | +0.9% |
| 7D | +4.1% | +15.5% | -11.3% | +2.0% |
| 30D | -0.2% | +34.1% | -34.3% | -4.4% |
| 3M | -1.9% | -11.3% | +9.4% | -1.7% |
| 6M | +28.1% | +31.6% | -3.5% | +22.2% |
| YTD | +23.6% | +21.0% | +2.6% | +17.5% |
| 1Y | +26.1% | +11.7% | +14.4% | +21.4% |
| All | +35.1% | +15.1% | +19.9% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling