+22.2%
ELV vs MTUM
+78.7%
-56.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +5.4% | -2.4% | +7.8% | +5.9% |
| 3M | +5.4% | -3.6% | +9.0% | +5.5% |
| 6M | +45.7% | +23.7% | +22.0% | +34.2% |
| YTD | +21.2% | +22.9% | -1.7% | +11.6% |
| 1Y | +35.6% | +21.8% | +13.9% | +25.1% |
| 3Y | -2.0% | +114.4% | -116.5% | -32.2% |
| All | +22.2% | +78.7% | -56.5% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling