+604.3%
MTUM vs GNRC
+522.8%
+81.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -2.4% | -15.7% | +13.3% | +1.5% |
| 3M | -3.6% | -27.3% | +23.7% | +3.6% |
| 6M | +23.7% | -12.1% | +35.7% | +26.7% |
| YTD | +22.9% | +37.1% | -14.2% | +13.0% |
| 1Y | +21.8% | -0.5% | +22.2% | +19.6% |
| 3Y | +114.4% | +61.5% | +52.9% | +82.8% |
| 5Y | +79.6% | -58.6% | +138.1% | +100.5% |
| 10Y | +356.2% | +446.3% | -90.0% | +167.5% |
| All | +604.3% | +522.8% | +81.5% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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