+349.8%
WELL vs MTUM
+357.8%
-8.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | -0.2% | +0.7% | -0.9% | -0.6% |
| 30D | +2.3% | -2.4% | +4.8% | +3.4% |
| 3M | +12.3% | -3.6% | +15.9% | +12.7% |
| 6M | +15.6% | +23.7% | -8.1% | +0.4% |
| YTD | +28.3% | +22.9% | +5.4% | +11.5% |
| 1Y | +41.9% | +21.8% | +20.2% | +23.6% |
| 3Y | +198.3% | +114.4% | +83.9% | +79.9% |
| 5Y | +206.4% | +79.6% | +126.9% | +104.0% |
| All | +349.8% | +357.8% | -8.1% | +64.0% |
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