+604.3%
MTUM vs WYNN
-11.4%
+615.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.7% | -4.2% | +4.9% | +1.5% |
| 30D | -2.4% | -14.6% | +12.2% | +0.2% |
| 3M | -3.6% | -18.4% | +14.8% | -0.4% |
| 6M | +23.7% | -11.9% | +35.6% | +26.0% |
| YTD | +22.9% | -26.6% | +49.5% | +29.0% |
| 1Y | +21.8% | -28.5% | +50.3% | +28.0% |
| 3Y | +114.4% | -5.1% | +119.6% | +110.8% |
| 5Y | +79.6% | -10.5% | +90.0% | +72.6% |
| 10Y | +356.2% | +0.3% | +356.0% | +296.1% |
| All | +604.3% | -11.4% | +615.7% | +506.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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