+23.7%
MTUM vs GWRE
-12.1%
+35.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.4% |
| 7D | +0.7% | -13.2% | +14.0% | -1.2% |
| 30D | -2.4% | -18.6% | +16.1% | -4.4% |
| 3M | -3.6% | +18.9% | -22.5% | -0.1% |
| 6M | +23.7% | -11.0% | +34.6% | +26.4% |
| All | +23.7% | -12.1% | +35.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 6mo: compounded portfolio wealth divided by compounded GWRE 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…
6mo analysis · Full analysis span regression · 6 months rolling