+393.1%
MTUM vs WING
+407.0%
-13.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | -0.2% | -6.0% | +5.8% | +0.5% |
| 3M | -1.9% | -23.5% | +21.6% | +1.8% |
| 6M | +28.1% | -52.0% | +80.1% | +43.6% |
| YTD | +23.6% | -53.8% | +77.4% | +38.1% |
| 1Y | +26.1% | -63.8% | +89.9% | +46.7% |
| 3Y | +116.8% | -30.8% | +147.6% | +111.8% |
| 5Y | +80.0% | -34.3% | +114.3% | +69.4% |
| 10Y | +346.4% | +352.4% | -6.0% | +191.0% |
| All | +393.1% | +407.0% | -13.9% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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