+609.5%
MTUM vs WEC
+285.5%
+323.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | +0.6% | +0.9% | -0.3% | +0.4% |
| 3M | -0.6% | -5.3% | +4.7% | +0.7% |
| 6M | +25.3% | -6.6% | +31.9% | +27.3% |
| YTD | +23.8% | +3.3% | +20.5% | +21.9% |
| 1Y | +25.4% | +2.1% | +23.3% | +23.7% |
| 3Y | +117.3% | +39.6% | +77.7% | +92.1% |
| 5Y | +79.7% | +31.2% | +48.5% | +60.4% |
| 10Y | +359.6% | +148.4% | +211.2% | +230.0% |
| All | +609.5% | +285.5% | +323.9% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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