+428.1%
WMT vs MTUM
+357.8%
+70.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +0.9% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -7.4% | -2.4% | -5.0% | -6.7% |
| 3M | -10.9% | -3.6% | -7.2% | -10.5% |
| 6M | -12.7% | +23.7% | -36.3% | -20.9% |
| YTD | -3.2% | +22.9% | -26.1% | -12.3% |
| 1Y | +5.3% | +21.8% | -16.5% | -4.6% |
| 3Y | +101.9% | +114.4% | -12.6% | +43.4% |
| 5Y | +134.6% | +79.6% | +55.0% | +77.1% |
| All | +428.1% | +357.8% | +70.2% | +163.0% |
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 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