+323.5%
EWY vs MTUM
+595.4%
-271.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -2.5% |
| 7D | +1.2% | +1.2% | 0.0% | +0.2% |
| 30D | +9.3% | -1.7% | +11.0% | +11.2% |
| 3M | +2.4% | -0.5% | +2.9% | +5.3% |
| 6M | +40.3% | +22.3% | +17.9% | +25.3% |
| YTD | +88.0% | +21.4% | +66.7% | +69.5% |
| 1Y | +143.8% | +20.0% | +123.8% | +121.8% |
| 3Y | +217.8% | +113.0% | +104.8% | +85.6% |
| 5Y | +142.7% | +77.3% | +65.5% | +61.0% |
| 10Y | +291.7% | +350.5% | -58.8% | +24.1% |
| All | +323.5% | +595.4% | -271.9% | -1.0% |
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 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