+349.5%
MTUM vs GWW
+570.2%
-220.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.7% | -3.4% | +4.1% | +1.8% |
| 30D | -2.4% | -1.9% | -0.5% | -1.9% |
| 3M | -3.6% | -2.4% | -1.3% | -3.1% |
| 6M | +23.7% | +15.7% | +7.9% | +17.2% |
| YTD | +22.9% | +27.6% | -4.7% | +12.3% |
| 1Y | +21.8% | +27.2% | -5.4% | +11.2% |
| 3Y | +114.4% | +89.7% | +24.8% | +69.9% |
| 5Y | +79.6% | +223.9% | -144.4% | +17.0% |
| All | +349.5% | +570.2% | -220.7% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling