-42.7%
ETHA vs MTUM
+26.3%
-69.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -4.4% |
| 7D | +0.8% | +1.7% | -0.9% | -0.8% |
| 30D | +27.9% | -1.7% | +29.6% | +29.3% |
| 3M | +38.3% | -6.3% | +44.7% | +43.7% |
| 6M | +14.0% | +21.8% | -7.9% | -27.2% |
| YTD | -17.4% | +22.0% | -39.5% | -47.8% |
| 1Y | -42.7% | +25.3% | -68.0% | -61.2% |
| All | -42.7% | +26.3% | -69.0% | -61.2% |
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