+298.4%
WMB vs MTUM
+357.8%
-59.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | 0.0% |
| 7D | -1.0% | +0.7% | -1.8% | -1.4% |
| 30D | -0.4% | -2.4% | +2.0% | +0.8% |
| 3M | +3.2% | -3.6% | +6.9% | +4.2% |
| 6M | +0.1% | +23.7% | -23.6% | -14.2% |
| YTD | +23.9% | +22.9% | +1.0% | +6.1% |
| 1Y | +27.6% | +21.8% | +5.8% | +9.7% |
| 3Y | +141.9% | +114.4% | +27.5% | +41.4% |
| 5Y | +273.8% | +79.6% | +194.2% | +142.5% |
| All | +298.4% | +357.8% | -59.4% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling