+198.5%
WELL vs MTUM
+112.0%
+86.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -2.2% | +1.2% | -3.5% | -2.4% |
| 30D | +4.7% | -1.7% | +6.4% | +4.9% |
| 3M | +11.9% | -0.5% | +12.4% | +11.1% |
| 6M | +14.3% | +22.3% | -8.1% | +6.5% |
| YTD | +28.4% | +21.4% | +7.0% | +19.6% |
| 1Y | +42.3% | +20.0% | +22.3% | +32.9% |
| All | +198.5% | +112.0% | +86.4% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling