+524.9%
EW vs MTUM
+609.5%
-84.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -5.1% | +4.1% | -9.2% | -7.9% |
| 30D | -6.4% | +0.6% | -7.0% | -7.1% |
| 3M | -1.6% | -0.6% | -0.9% | -3.4% |
| 6M | +2.3% | +25.3% | -23.1% | -17.2% |
| YTD | +1.1% | +23.8% | -22.7% | -17.6% |
| 1Y | +8.0% | +25.4% | -17.4% | -13.2% |
| 3Y | +16.3% | +117.3% | -100.9% | -42.7% |
| 5Y | -29.4% | +79.7% | -109.1% | -59.3% |
| 10Y | +125.6% | +359.6% | -234.0% | -48.7% |
| All | +524.9% | +609.5% | -84.6% | -12.5% |
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 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