+41.9%
WELL vs MTUM
+21.2%
+20.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | +2.3% | -2.4% | +4.8% | +2.2% |
| 3M | +12.3% | -3.6% | +15.9% | +11.7% |
| 6M | +15.6% | +23.7% | -8.1% | +10.2% |
| YTD | +28.3% | +22.9% | +5.4% | +22.2% |
| 1Y | +41.9% | +21.8% | +20.2% | +34.8% |
| All | +41.9% | +21.2% | +20.7% | +34.8% |
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