+114.4%
MTUM vs GTLB
-10.9%
+125.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +0.7% | -5.7% | +6.4% | +1.3% |
| 30D | -2.4% | +15.1% | -17.6% | -4.1% |
| 3M | -3.6% | +65.5% | -69.1% | -9.4% |
| 6M | +23.7% | +102.9% | -79.2% | +12.2% |
| YTD | +22.9% | +25.2% | -2.3% | +19.2% |
| 1Y | +21.8% | -5.5% | +27.3% | +22.8% |
| 3Y | +114.4% | -10.9% | +125.3% | +113.8% |
| All | +114.4% | -10.9% | +125.4% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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