+55.2%
EWT vs MTUM
+9.7%
+45.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | +0.7% |
| 7D | -10.9% | -10.1% | -0.8% | -1.4% |
| 30D | -17.7% | -15.6% | -2.2% | -3.3% |
| 3M | -5.0% | -12.7% | +7.7% | +8.2% |
| 6M | +7.4% | -3.7% | +11.1% | +11.1% |
| YTD | +52.8% | +9.4% | +43.4% | +40.4% |
| 1Y | +55.2% | +10.2% | +45.0% | +41.7% |
| All | +55.2% | +9.7% | +45.5% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling