-8.5%
EQT vs MTUM
+1.2%
-9.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.2% | +4.6% | -3.5% |
| 7D | -6.9% | -16.1% | +9.2% | -7.1% |
| 30D | -3.2% | -22.8% | +19.6% | -3.6% |
| 3M | -0.9% | -19.1% | +18.2% | -1.1% |
| 6M | -13.0% | -13.7% | +0.7% | -13.3% |
| YTD | -4.4% | +0.4% | -4.9% | -7.3% |
| 1Y | -8.5% | +0.8% | -9.3% | -11.5% |
| All | -8.5% | +1.2% | -9.7% | -11.5% |
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 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