-27.0%
ETHA vs MTUM
+60.9%
-87.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +1.7% |
| 7D | +3.5% | +0.7% | +2.7% | +2.6% |
| 30D | +35.3% | -2.4% | +37.8% | +38.6% |
| 3M | +50.9% | -3.6% | +54.5% | +51.5% |
| 6M | +22.1% | +23.7% | -1.5% | -17.5% |
| YTD | -14.6% | +22.9% | -37.5% | -41.0% |
| 1Y | -42.8% | +21.8% | -64.5% | -59.4% |
| All | -27.0% | +60.9% | -87.9% | -64.9% |
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