+349.5%
MTUM vs EAT
+374.9%
-25.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +0.7% | -7.7% | +8.4% | +1.8% |
| 30D | -2.4% | -13.6% | +11.1% | -0.5% |
| 3M | -3.6% | +33.9% | -37.5% | -8.0% |
| 6M | +23.7% | +47.2% | -23.5% | +15.8% |
| YTD | +22.9% | +48.1% | -25.1% | +14.8% |
| 1Y | +21.8% | +33.7% | -11.9% | +14.9% |
| 3Y | +114.4% | +595.8% | -481.3% | +57.2% |
| 5Y | +79.6% | +314.4% | -234.8% | +36.8% |
| All | +349.5% | +374.9% | -25.5% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling