+2.1%
EWZ vs MTUM
+9.1%
-7.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.0% |
| 7D | +0.8% | +6.6% | -5.9% | -1.3% |
| 30D | -24.4% | -10.8% | -13.6% | -21.7% |
| 3M | -4.6% | -13.8% | +9.2% | 0.0% |
| 6M | -11.6% | -10.7% | -0.9% | -11.1% |
| YTD | +2.4% | +9.1% | -6.7% | -11.0% |
| 1Y | +2.1% | +11.4% | -9.3% | -12.1% |
| All | +2.1% | +9.1% | -7.1% | -12.1% |
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