+69.4%
EMR vs MTUM
+78.7%
-9.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.6% |
| 7D | -0.4% | +0.7% | -1.1% | -1.0% |
| 30D | -6.8% | -2.4% | -4.3% | -5.1% |
| 3M | +7.5% | -3.6% | +11.1% | +9.4% |
| 6M | +9.9% | +23.7% | -13.8% | -8.9% |
| YTD | +16.0% | +22.9% | -6.9% | -3.5% |
| 1Y | +12.4% | +21.8% | -9.3% | -5.7% |
| 3Y | +60.2% | +114.4% | -54.2% | -13.5% |
| All | +69.4% | +78.7% | -9.2% | -0.2% |
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