+349.5%
MTUM vs ED
+108.5%
+241.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | -3.6% | +0.5% | -4.1% | -4.0% |
| 6M | +23.7% | -3.1% | +26.8% | +24.0% |
| YTD | +22.9% | +9.8% | +13.1% | +19.5% |
| 1Y | +21.8% | +12.6% | +9.2% | +17.4% |
| 3Y | +114.4% | +31.4% | +83.0% | +94.0% |
| 5Y | +79.6% | +69.4% | +10.1% | +48.0% |
| All | +349.5% | +108.5% | +241.0% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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