+568.7%
EQIX vs MTUM
+595.4%
-26.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -0.5% |
| 7D | -1.6% | +1.2% | -2.9% | -2.5% |
| 30D | -0.4% | -1.7% | +1.3% | +0.7% |
| 3M | -0.9% | -0.5% | -0.5% | -2.0% |
| 6M | +8.1% | +22.3% | -14.2% | -8.3% |
| YTD | +35.7% | +21.4% | +14.3% | +15.2% |
| 1Y | +34.0% | +20.0% | +13.9% | +14.3% |
| 3Y | +41.4% | +113.0% | -71.5% | -22.6% |
| 5Y | +34.0% | +77.3% | -43.3% | -16.8% |
| 10Y | +242.4% | +350.5% | -108.1% | -9.2% |
| All | +568.7% | +595.4% | -26.7% | +20.5% |
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