+11.4%
WBD vs MTUM
+357.8%
-346.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.4% |
| 7D | -0.7% | +0.7% | -1.5% | -1.2% |
| 30D | +1.4% | -2.4% | +3.9% | +2.8% |
| 3M | +4.4% | -3.6% | +8.0% | +5.2% |
| 6M | +0.8% | +23.7% | -22.8% | -15.1% |
| YTD | -2.7% | +22.9% | -25.6% | -18.1% |
| 1Y | +73.4% | +21.8% | +51.6% | +46.8% |
| 3Y | +142.1% | +114.4% | +27.7% | +39.1% |
| 5Y | +7.2% | +79.6% | -72.3% | -31.6% |
| All | +11.4% | +357.8% | -346.5% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling