+165.0%
W vs MTUM
+454.4%
-289.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -1.4% |
| 7D | +6.5% | +4.1% | +2.4% | +0.1% |
| 30D | -6.2% | -0.2% | -6.0% | -6.4% |
| 3M | +48.9% | -1.9% | +50.8% | +48.2% |
| 6M | +31.2% | +28.1% | +3.1% | -16.1% |
| YTD | -0.4% | +23.6% | -24.0% | -31.9% |
| 1Y | +14.8% | +26.1% | -11.3% | -24.4% |
| 3Y | +40.5% | +116.8% | -76.3% | -58.9% |
| 5Y | -62.1% | +80.0% | -142.1% | -84.0% |
| 10Y | +141.5% | +346.4% | -204.9% | -65.8% |
| All | +165.0% | +454.4% | -289.4% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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