+604.3%
MTUM vs WTW
+284.6%
+319.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.7% | -5.7% | +6.4% | +2.8% |
| 30D | -2.4% | -7.3% | +4.8% | 0.0% |
| 3M | -3.6% | +21.5% | -25.1% | -11.2% |
| 6M | +23.7% | +9.6% | +14.0% | +17.4% |
| YTD | +22.9% | -3.3% | +26.2% | +21.7% |
| 1Y | +21.8% | -6.1% | +27.9% | +21.8% |
| 3Y | +114.4% | +61.8% | +52.6% | +64.9% |
| 5Y | +79.6% | +42.7% | +36.9% | +44.4% |
| 10Y | +356.2% | +197.2% | +159.0% | +157.2% |
| All | +604.3% | +284.6% | +319.8% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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