-18.9%
EXE vs MTUM
+9.7%
-28.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -3.1% |
| 7D | -4.7% | -10.1% | +5.4% | -5.7% |
| 30D | +1.0% | -15.6% | +16.6% | -0.7% |
| 3M | -5.6% | -12.7% | +7.1% | -6.9% |
| 6M | -12.3% | -3.7% | -8.6% | -11.8% |
| YTD | -19.5% | +9.4% | -28.9% | -19.1% |
| 1Y | -18.9% | +10.2% | -29.1% | -18.7% |
| All | -18.9% | +9.7% | -28.6% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling