+595.4%
MTUM vs WPM
+713.0%
-117.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.6% |
| 7D | +1.2% | -3.6% | +4.9% | +1.7% |
| 30D | -1.7% | +12.5% | -14.2% | -3.1% |
| 3M | -0.5% | +40.6% | -41.1% | -4.5% |
| 6M | +22.3% | +0.5% | +21.8% | +21.4% |
| YTD | +21.4% | +29.0% | -7.7% | +17.1% |
| 1Y | +20.0% | +43.8% | -23.8% | +14.4% |
| 3Y | +113.0% | +266.3% | -153.3% | +84.0% |
| 5Y | +77.3% | +255.1% | -177.8% | +52.2% |
| 10Y | +350.5% | +526.8% | -176.3% | +273.0% |
| All | +595.4% | +713.0% | -117.6% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling