+463.2%
WELL vs MTUM
+608.1%
-144.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | -1.3% | +4.1% | -5.4% | -3.3% |
| 30D | +0.5% | -0.2% | +0.7% | +0.5% |
| 3M | +19.1% | -1.9% | +21.0% | +18.3% |
| 6M | +17.0% | +28.1% | -11.1% | -0.3% |
| YTD | +29.2% | +23.6% | +5.6% | +12.0% |
| 1Y | +42.1% | +26.1% | +16.0% | +21.4% |
| 3Y | +204.5% | +116.8% | +87.7% | +83.6% |
| 5Y | +211.0% | +80.0% | +131.0% | +107.4% |
| 10Y | +337.6% | +346.4% | -8.8% | +64.5% |
| All | +463.2% | +608.1% | -144.9% | +56.0% |
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 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