+174.7%
EXC vs MTUM
+608.1%
-433.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.2% |
| 7D | +1.2% | +4.1% | -2.9% | -0.4% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | -1.0% | -1.9% | +1.0% | -1.3% |
| 6M | -9.3% | +28.1% | -37.4% | -20.7% |
| YTD | +3.6% | +23.6% | -19.9% | -8.2% |
| 1Y | +5.9% | +26.1% | -20.2% | -7.4% |
| 3Y | +21.3% | +116.8% | -95.6% | -24.1% |
| 5Y | +46.2% | +80.0% | -33.8% | +0.6% |
| 10Y | +151.5% | +346.4% | -194.9% | -1.8% |
| All | +174.7% | +608.1% | -433.4% | -11.1% |
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 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