-4.6%
EWZ vs MTUM
-13.3%
+8.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.5% |
| 7D | +0.8% | +6.6% | -5.9% | +0.2% |
| 30D | -24.4% | -10.8% | -13.6% | -23.4% |
| 3M | -4.6% | -13.8% | +9.2% | -2.6% |
| All | -4.6% | -13.3% | +8.7% | -2.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling