+50.4%
IEFA vs MTUM
+78.7%
-28.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -1.5% | -2.4% | +0.9% | -0.3% |
| 3M | +3.4% | -3.6% | +7.1% | +4.5% |
| 6M | +9.5% | +23.7% | -14.2% | -4.3% |
| YTD | +13.0% | +22.9% | -9.9% | -1.0% |
| 1Y | +18.0% | +21.8% | -3.8% | +3.7% |
| 3Y | +65.4% | +114.4% | -49.1% | +0.7% |
| All | +50.4% | +78.7% | -28.2% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling