+33.7%
EWZ vs MTUM
+599.3%
-565.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -2.1% |
| 7D | +6.5% | +1.7% | +4.8% | +5.0% |
| 30D | +4.8% | -1.7% | +6.5% | +6.0% |
| 3M | +9.9% | -6.3% | +16.2% | +13.4% |
| 6M | +1.9% | +21.8% | -19.9% | -15.9% |
| YTD | +20.3% | +22.0% | -1.7% | -1.0% |
| 1Y | +35.6% | +25.3% | +10.3% | +8.8% |
| 3Y | +43.4% | +112.1% | -68.7% | -30.7% |
| 5Y | +55.9% | +76.2% | -20.3% | -12.0% |
| 10Y | +84.2% | +340.1% | -256.0% | -59.6% |
| All | +33.7% | +599.3% | -565.6% | -80.0% |
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