+349.5%
MTUM vs WPM
+558.4%
-208.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -2.4% | +14.4% | -16.9% | -4.6% |
| 3M | -3.6% | +37.0% | -40.6% | -8.6% |
| 6M | +23.7% | +4.1% | +19.5% | +21.8% |
| YTD | +22.9% | +31.7% | -8.8% | +16.7% |
| 1Y | +21.8% | +44.2% | -22.4% | +13.8% |
| 3Y | +114.4% | +265.5% | -151.0% | +74.2% |
| 5Y | +79.6% | +262.5% | -182.9% | +44.1% |
| All | +349.5% | +558.4% | -208.9% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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