+121.8%
EEM vs MTUM
+604.3%
-482.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.8% |
| 30D | +2.1% | -2.4% | +4.5% | +3.8% |
| 3M | +1.0% | -3.6% | +4.7% | +3.4% |
| 6M | +15.9% | +23.7% | -7.7% | -0.3% |
| YTD | +24.6% | +22.9% | +1.7% | +7.6% |
| 1Y | +32.3% | +21.8% | +10.5% | +14.8% |
| 3Y | +85.9% | +114.4% | -28.5% | +4.6% |
| 5Y | +45.4% | +79.6% | -34.2% | -7.9% |
| 10Y | +130.1% | +356.2% | -226.2% | -36.6% |
| All | +121.8% | +604.3% | -482.5% | -58.6% |
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