+79.1%
MTUM vs GWW
+222.0%
-142.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.7% | -3.4% | +4.1% | +1.9% |
| 30D | -2.4% | -1.9% | -0.5% | -1.8% |
| 3M | -3.6% | -2.4% | -1.3% | -3.1% |
| 6M | +23.7% | +15.7% | +7.9% | +16.6% |
| YTD | +22.9% | +27.6% | -4.7% | +11.3% |
| 1Y | +21.8% | +27.2% | -5.4% | +10.2% |
| 3Y | +114.4% | +89.7% | +24.8% | +66.4% |
| All | +79.1% | +222.0% | -142.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling