+595.4%
MTUM vs WU
-6.5%
+601.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +1.2% | -5.0% | +6.2% | +2.7% |
| 30D | -1.7% | -2.3% | +0.6% | -1.2% |
| 3M | -0.5% | -3.2% | +2.8% | -1.2% |
| 6M | +22.3% | -25.0% | +47.4% | +30.8% |
| YTD | +21.4% | -21.7% | +43.0% | +27.5% |
| 1Y | +20.0% | -9.0% | +29.0% | +19.5% |
| 3Y | +113.0% | -28.9% | +141.8% | +124.5% |
| 5Y | +77.3% | -51.0% | +128.3% | +108.7% |
| 10Y | +350.5% | -40.1% | +390.5% | +370.6% |
| All | +595.4% | -6.5% | +601.9% | +531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling