+303.5%
EWY vs MTUM
+357.8%
-54.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +2.0% | +2.1% |
| 7D | -0.1% | +0.7% | -0.8% | -0.6% |
| 30D | +7.3% | -2.4% | +9.7% | +10.0% |
| 3M | -5.1% | -3.6% | -1.5% | -0.1% |
| 6M | +42.1% | +23.7% | +18.4% | +25.5% |
| YTD | +94.1% | +22.9% | +71.2% | +72.8% |
| 1Y | +147.8% | +21.8% | +126.1% | +122.4% |
| 3Y | +222.9% | +114.4% | +108.5% | +86.0% |
| 5Y | +150.6% | +79.6% | +71.1% | +63.6% |
| All | +303.5% | +357.8% | -54.3% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling