+604.3%
MTUM vs WY
+22.9%
+581.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | -4.2% | +4.9% | +2.2% |
| 30D | -2.4% | -10.1% | +7.6% | +1.0% |
| 3M | -3.6% | -8.5% | +4.9% | -1.3% |
| 6M | +23.7% | -3.3% | +27.0% | +24.0% |
| YTD | +22.9% | -4.4% | +27.3% | +23.2% |
| 1Y | +21.8% | -11.5% | +33.2% | +25.1% |
| 3Y | +114.4% | -24.3% | +138.8% | +128.5% |
| 5Y | +79.6% | -21.3% | +100.9% | +86.4% |
| 10Y | +356.2% | +7.0% | +349.3% | +288.8% |
| All | +604.3% | +22.9% | +581.4% | +468.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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