+44.7%
WM vs MTUM
+88.3%
-43.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.2% | -4.1% | +5.3% | +0.9% |
| 30D | +13.7% | -16.6% | +30.3% | +12.6% |
| 3M | +5.2% | -13.0% | +18.2% | +4.4% |
| 6M | +11.2% | -11.3% | +22.5% | +9.7% |
| YTD | +9.4% | +7.1% | +2.4% | +5.4% |
| 1Y | +20.4% | +6.4% | +14.0% | +16.1% |
| 3Y | +44.7% | +85.9% | -41.2% | +25.9% |
| All | +44.7% | +88.3% | -43.6% | +25.9% |
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 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