+18.0%
EXE vs MTUM
+114.7%
-96.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | -3.1% | +0.7% | -3.9% | -3.3% |
| 30D | -0.9% | -2.4% | +1.5% | -0.4% |
| 3M | +9.6% | -3.6% | +13.2% | +10.0% |
| 6M | -11.6% | +23.7% | -35.3% | -18.9% |
| YTD | -12.6% | +22.9% | -35.5% | -19.9% |
| 1Y | +1.2% | +21.8% | -20.6% | -7.1% |
| 3Y | +18.0% | +114.4% | -96.4% | -12.7% |
| All | +18.0% | +114.7% | -96.7% | -12.7% |
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 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