+181.6%
IEFA vs MTUM
+604.3%
-422.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -2.0% |
| 30D | -1.5% | -2.4% | +0.9% | -0.1% |
| 3M | +3.4% | -3.6% | +7.1% | +4.6% |
| 6M | +9.5% | +23.7% | -14.2% | -5.6% |
| YTD | +13.0% | +22.9% | -9.9% | -2.4% |
| 1Y | +18.0% | +21.8% | -3.8% | +2.4% |
| 3Y | +65.4% | +114.4% | -49.1% | -2.6% |
| 5Y | +51.6% | +79.6% | -28.0% | -0.8% |
| 10Y | +146.7% | +356.2% | -209.6% | -22.0% |
| All | +181.6% | +604.3% | -422.7% | -36.6% |
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