+114.4%
MTUM vs WU
-28.7%
+143.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.7% | -3.5% | +4.2% | +1.1% |
| 30D | -2.4% | -2.9% | +0.5% | -2.2% |
| 3M | -3.6% | -2.3% | -1.4% | -4.5% |
| 6M | +23.7% | -25.4% | +49.0% | +27.4% |
| YTD | +22.9% | -21.2% | +44.1% | +25.3% |
| 1Y | +21.8% | -8.9% | +30.6% | +20.5% |
| 3Y | +114.4% | -29.0% | +143.4% | +117.5% |
| All | +114.4% | -28.7% | +143.2% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling