+149.4%
EWT vs MTUM
+78.7%
+70.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.7% |
| 30D | +4.5% | -2.4% | +6.9% | +6.4% |
| 3M | +8.3% | -3.6% | +11.9% | +11.4% |
| 6M | +54.2% | +23.7% | +30.6% | +33.2% |
| YTD | +74.6% | +22.9% | +51.7% | +51.3% |
| 1Y | +84.9% | +21.8% | +63.1% | +61.5% |
| 3Y | +197.5% | +114.4% | +83.1% | +78.9% |
| All | +149.4% | +78.7% | +70.8% | +62.0% |
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