+32.9%
EQIX vs MTUM
+21.2%
+11.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -2.5% | -2.4% | 0.0% | -1.9% |
| 3M | 0.0% | -3.6% | +3.6% | -0.1% |
| 6M | +7.6% | +23.7% | -16.0% | -0.1% |
| YTD | +37.5% | +22.9% | +14.6% | +26.8% |
| 1Y | +32.9% | +21.8% | +11.1% | +21.2% |
| All | +32.9% | +21.2% | +11.7% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling