+349.5%
MTUM vs ECL
+160.1%
+189.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | +0.7% | -1.1% | +1.8% | +1.2% |
| 30D | -2.4% | -0.8% | -1.6% | -2.2% |
| 3M | -3.6% | +5.0% | -8.7% | -6.5% |
| 6M | +23.7% | +0.2% | +23.4% | +22.4% |
| YTD | +22.9% | +5.8% | +17.1% | +18.3% |
| 1Y | +21.8% | +1.5% | +20.2% | +19.1% |
| 3Y | +114.4% | +55.0% | +59.5% | +68.9% |
| 5Y | +79.6% | +29.3% | +50.3% | +52.0% |
| All | +349.5% | +160.1% | +189.4% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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