+276.1%
EBAY vs MTUM
+357.8%
-81.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.8% |
| 7D | +4.2% | +0.7% | +3.5% | +3.7% |
| 30D | +5.6% | -2.4% | +8.1% | +6.9% |
| 3M | -1.4% | -3.6% | +2.2% | -1.1% |
| 6M | +18.2% | +23.7% | -5.4% | -0.1% |
| YTD | +24.8% | +22.9% | +1.9% | +5.9% |
| 1Y | +18.0% | +21.8% | -3.7% | +0.8% |
| 3Y | +160.3% | +114.4% | +45.8% | +44.3% |
| 5Y | +62.1% | +79.6% | -17.4% | +1.7% |
| All | +276.1% | +357.8% | -81.8% | +7.1% |
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