+79.1%
MTUM vs EAT
+313.1%
-233.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.7% | -7.7% | +8.4% | +2.0% |
| 30D | -2.4% | -13.6% | +11.1% | -0.2% |
| 3M | -3.6% | +33.9% | -37.5% | -8.9% |
| 6M | +23.7% | +47.2% | -23.5% | +14.3% |
| YTD | +22.9% | +48.1% | -25.1% | +13.2% |
| 1Y | +21.8% | +33.7% | -11.9% | +13.7% |
| 3Y | +114.4% | +595.8% | -481.3% | +46.0% |
| All | +79.1% | +313.1% | -233.9% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling