+18.7%
EWZ vs MTUM
+89.8%
-71.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.1% |
| 7D | +0.8% | +6.6% | -5.9% | -1.6% |
| 30D | -24.4% | -10.8% | -13.6% | -21.4% |
| 3M | -4.6% | -13.8% | +9.2% | +0.4% |
| 6M | -11.6% | -10.7% | -0.9% | -9.4% |
| YTD | +2.4% | +9.1% | -6.7% | -4.7% |
| 1Y | +2.1% | +11.4% | -9.3% | -5.9% |
| 3Y | +18.7% | +88.8% | -70.1% | -13.2% |
| All | +18.7% | +89.8% | -71.1% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling