-29.3%
EW vs MTUM
+78.7%
-108.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -3.4% |
| 7D | -6.2% | +0.7% | -6.9% | -6.6% |
| 30D | -9.3% | -2.4% | -6.9% | -8.4% |
| 3M | -1.6% | -3.6% | +2.0% | -1.3% |
| 6M | -0.8% | +23.7% | -24.5% | -15.4% |
| YTD | -1.0% | +22.9% | -23.9% | -15.5% |
| 1Y | +8.2% | +21.8% | -13.6% | -7.3% |
| 3Y | +12.7% | +114.4% | -101.8% | -37.9% |
| All | -29.3% | +78.7% | -108.0% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling