+617.9%
ELV vs MTUM
+609.5%
+8.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | -2.2% | +4.1% | -6.3% | -4.5% |
| 30D | -0.2% | +0.6% | -0.8% | -0.8% |
| 3M | -6.1% | -0.6% | -5.5% | -7.3% |
| 6M | +42.8% | +25.3% | +17.5% | +20.7% |
| YTD | +14.4% | +23.8% | -9.4% | -3.1% |
| 1Y | +28.6% | +25.4% | +3.2% | +7.7% |
| 3Y | -7.4% | +117.3% | -124.7% | -50.1% |
| 5Y | +14.5% | +79.7% | -65.2% | -29.6% |
| 10Y | +257.4% | +359.6% | -102.2% | -4.4% |
| All | +617.9% | +609.5% | +8.5% | +47.9% |
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