+155.8%
EXC vs MTUM
+357.8%
-202.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | -3.6% | -2.4% | -1.2% | -2.8% |
| 3M | -4.3% | -3.6% | -0.6% | -3.8% |
| 6M | -9.9% | +23.7% | -33.6% | -19.9% |
| YTD | +1.8% | +22.9% | -21.1% | -9.6% |
| 1Y | +2.9% | +21.8% | -18.9% | -8.5% |
| 3Y | +19.1% | +114.4% | -95.3% | -25.7% |
| 5Y | +44.8% | +79.6% | -34.7% | -0.7% |
| All | +155.8% | +357.8% | -202.0% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling