+244.0%
EQIX vs MTUM
+357.8%
-113.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.6% |
| 7D | +0.2% | +0.7% | -0.5% | -0.3% |
| 30D | -2.5% | -2.4% | 0.0% | -1.0% |
| 3M | 0.0% | -3.6% | +3.6% | +1.1% |
| 6M | +7.6% | +23.7% | -16.0% | -8.5% |
| YTD | +37.5% | +22.9% | +14.6% | +16.9% |
| 1Y | +32.9% | +21.8% | +11.1% | +13.5% |
| 3Y | +42.8% | +114.4% | -71.7% | -19.5% |
| 5Y | +35.8% | +79.6% | -43.7% | -14.1% |
| All | +244.0% | +357.8% | -113.9% | -6.0% |
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