+111.7%
MTUM vs ED
+33.4%
+78.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.2% |
| 7D | +1.2% | -1.9% | +3.1% | +0.7% |
| 30D | -1.7% | +0.1% | -1.8% | -1.6% |
| 3M | -0.5% | 0.0% | -0.5% | -0.4% |
| 6M | +22.3% | -2.5% | +24.9% | +22.1% |
| YTD | +21.4% | +10.1% | +11.2% | +23.8% |
| 1Y | +20.0% | +13.6% | +6.4% | +23.2% |
| All | +111.7% | +33.4% | +78.4% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling