+609.5%
MTUM vs EAT
+588.9%
+20.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.7% |
| 7D | +4.1% | -6.8% | +10.9% | +5.2% |
| 30D | +0.6% | -5.4% | +6.0% | +1.3% |
| 3M | -0.6% | +42.8% | -43.4% | -6.3% |
| 6M | +25.3% | +56.5% | -31.2% | +15.9% |
| YTD | +23.8% | +50.0% | -26.2% | +15.0% |
| 1Y | +25.4% | +38.3% | -12.9% | +17.3% |
| 3Y | +117.3% | +591.6% | -474.4% | +56.1% |
| 5Y | +79.7% | +312.6% | -233.0% | +34.6% |
| 10Y | +359.6% | +381.4% | -21.8% | +216.5% |
| All | +609.5% | +588.9% | +20.6% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling