+609.5%
MTUM vs ED
+187.9%
+421.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +4.1% | -0.2% | +4.3% | +4.2% |
| 30D | +0.6% | +1.9% | -1.3% | +0.2% |
| 3M | -0.6% | +1.9% | -2.5% | -1.3% |
| 6M | +25.3% | -2.3% | +27.6% | +25.4% |
| YTD | +23.8% | +10.9% | +12.9% | +20.0% |
| 1Y | +25.4% | +14.5% | +10.9% | +20.3% |
| 3Y | +117.3% | +33.4% | +83.9% | +96.0% |
| 5Y | +79.7% | +67.3% | +12.4% | +49.6% |
| 10Y | +359.6% | +110.7% | +248.9% | +253.9% |
| All | +609.5% | +187.9% | +421.6% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling