+1,492.5%
WDC vs MTUM
+609.5%
+883.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +7.5% | +4.1% | +3.3% | +2.0% |
| 30D | +10.1% | +0.6% | +9.4% | +9.8% |
| 3M | -6.8% | -0.6% | -6.2% | -1.7% |
| 6M | +84.1% | +25.3% | +58.8% | +49.0% |
| YTD | +180.3% | +23.8% | +156.4% | +133.9% |
| 1Y | +411.1% | +25.4% | +385.7% | +324.1% |
| 3Y | +1,375.0% | +117.3% | +1,257.7% | +570.8% |
| 5Y | +991.6% | +79.7% | +911.9% | +515.2% |
| 10Y | +1,309.1% | +359.6% | +949.5% | +172.1% |
| All | +1,492.5% | +609.5% | +883.0% | +96.9% |
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