+259.5%
WFC vs MTUM
+609.5%
-349.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +0.4% | +4.1% | -3.7% | -2.5% |
| 30D | +2.5% | +0.6% | +1.8% | +1.8% |
| 3M | +10.0% | -0.6% | +10.6% | +8.2% |
| 6M | +15.1% | +25.3% | -10.3% | -7.0% |
| YTD | -2.2% | +23.8% | -26.0% | -20.3% |
| 1Y | +13.5% | +25.4% | -11.9% | -8.7% |
| 3Y | +135.2% | +117.3% | +18.0% | +19.5% |
| 5Y | +128.3% | +79.7% | +48.7% | +34.9% |
| 10Y | +142.4% | +359.6% | -217.2% | -38.3% |
| All | +259.5% | +609.5% | -349.9% | -34.9% |
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