+782.9%
ENTG vs MTUM
+357.8%
+425.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +0.3% |
| 7D | +1.2% | +0.7% | +0.5% | +0.2% |
| 30D | -12.9% | -2.4% | -10.4% | -9.2% |
| 3M | -3.1% | -3.6% | +0.6% | +6.5% |
| 6M | +21.0% | +23.7% | -2.7% | -3.9% |
| YTD | +67.0% | +22.9% | +44.1% | +34.6% |
| 1Y | +68.6% | +21.8% | +46.9% | +39.1% |
| 3Y | +48.6% | +114.4% | -65.8% | -39.5% |
| 5Y | +18.6% | +79.6% | -60.9% | -37.6% |
| All | +782.9% | +357.8% | +425.1% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling