+72.5%
EWJ vs MTUM
+114.7%
-42.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.5% |
| 7D | +0.3% | +0.7% | -0.4% | -0.1% |
| 30D | +0.8% | -2.4% | +3.2% | +2.2% |
| 3M | +7.5% | -3.6% | +11.1% | +9.1% |
| 6M | +15.6% | +23.7% | -8.1% | +1.0% |
| YTD | +22.7% | +22.9% | -0.2% | +7.4% |
| 1Y | +26.4% | +21.8% | +4.7% | +11.1% |
| 3Y | +72.5% | +114.4% | -41.9% | +7.3% |
| All | +72.5% | +114.7% | -42.2% | +7.3% |
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