+132.8%
WFC vs MTUM
+112.0%
+20.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.7% |
| 7D | +0.3% | +1.2% | -1.0% | -0.3% |
| 30D | +2.3% | -1.7% | +4.0% | +3.0% |
| 3M | +9.8% | -0.5% | +10.2% | +7.9% |
| 6M | +15.6% | +22.3% | -6.8% | -1.8% |
| YTD | -2.4% | +21.4% | -23.8% | -16.7% |
| 1Y | +13.8% | +20.0% | -6.2% | -2.1% |
| All | +132.8% | +112.0% | +20.8% | +49.3% |
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