+608.1%
MTUM vs ECL
+293.5%
+314.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | -0.2% | -2.5% | +2.3% | +0.8% |
| 3M | -1.9% | +8.3% | -10.3% | -6.2% |
| 6M | +28.1% | -1.1% | +29.2% | +27.6% |
| YTD | +23.6% | +6.5% | +17.1% | +18.6% |
| 1Y | +26.1% | +2.1% | +24.1% | +23.0% |
| 3Y | +116.8% | +57.6% | +59.2% | +69.6% |
| 5Y | +80.0% | +28.1% | +52.0% | +52.9% |
| 10Y | +346.4% | +153.2% | +193.2% | +156.2% |
| All | +608.1% | +293.5% | +314.6% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling