+113.2%
WDC vs MTUM
+9.7%
+103.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.0% | -4.8% | -2.5% |
| 7D | -18.3% | -10.1% | -8.2% | +3.0% |
| 30D | -26.7% | -15.6% | -11.1% | +6.4% |
| 3M | -40.9% | -12.7% | -28.2% | -19.7% |
| 6M | -26.8% | -3.7% | -23.0% | -17.1% |
| YTD | +88.2% | +9.4% | +78.7% | +61.5% |
| 1Y | +113.2% | +10.2% | +103.0% | +81.6% |
| All | +113.2% | +9.7% | +103.5% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling