+312.1%
WMB vs MTUM
+608.1%
-296.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.4% |
| 7D | +0.8% | +4.1% | -3.3% | -1.9% |
| 30D | +7.7% | -0.2% | +7.9% | +7.7% |
| 3M | +6.7% | -1.9% | +8.6% | +6.3% |
| 6M | +3.6% | +28.1% | -24.5% | -15.8% |
| YTD | +28.0% | +23.6% | +4.4% | +6.3% |
| 1Y | +37.6% | +26.1% | +11.5% | +12.1% |
| 3Y | +149.0% | +116.8% | +32.2% | +30.8% |
| 5Y | +285.3% | +80.0% | +205.3% | +130.4% |
| 10Y | +302.1% | +346.4% | -44.4% | -16.5% |
| All | +312.1% | +608.1% | -296.0% | -40.0% |
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