+160.3%
EBAY vs MTUM
+114.7%
+45.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +4.2% | +0.7% | +3.5% | +4.0% |
| 30D | +5.6% | -2.4% | +8.1% | +6.2% |
| 3M | -1.4% | -3.6% | +2.2% | -1.2% |
| 6M | +18.2% | +23.7% | -5.4% | +7.3% |
| YTD | +24.8% | +22.9% | +1.9% | +13.7% |
| 1Y | +18.0% | +21.8% | -3.7% | +7.9% |
| 3Y | +160.3% | +114.4% | +45.8% | +79.3% |
| All | +160.3% | +114.7% | +45.5% | +79.3% |
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