+85.5%
ETN vs MTUM
+114.7%
-29.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.5% |
| 7D | +3.5% | +0.7% | +2.8% | +2.7% |
| 30D | -7.5% | -2.4% | -5.1% | -4.7% |
| 3M | +8.3% | -3.6% | +12.0% | +13.0% |
| 6M | +20.2% | +23.7% | -3.5% | -6.4% |
| YTD | +34.7% | +22.9% | +11.8% | +5.3% |
| 1Y | +19.4% | +21.8% | -2.3% | -5.3% |
| 3Y | +85.5% | +114.4% | -28.9% | -21.6% |
| All | +85.5% | +114.7% | -29.2% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling