+609.5%
MTUM vs GSK
+84.8%
+524.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.1% | -3.6% | +7.7% | +5.3% |
| 30D | +0.6% | -5.9% | +6.6% | +2.4% |
| 3M | -0.6% | -4.3% | +3.6% | +0.1% |
| 6M | +25.3% | -10.8% | +36.1% | +29.0% |
| YTD | +23.8% | +1.8% | +22.0% | +21.2% |
| 1Y | +25.4% | +23.5% | +1.9% | +13.9% |
| 3Y | +117.3% | +49.5% | +67.7% | +77.3% |
| 5Y | +79.7% | +49.7% | +30.0% | +43.1% |
| 10Y | +359.6% | +81.9% | +277.7% | +227.5% |
| All | +609.5% | +84.8% | +524.7% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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