+79.1%
MTUM vs EFV
+95.9%
-16.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.4% |
| 30D | -2.4% | +0.6% | -3.1% | -3.0% |
| 3M | -3.6% | +7.5% | -11.2% | -9.2% |
| 6M | +23.7% | +13.0% | +10.6% | +12.1% |
| YTD | +22.9% | +18.3% | +4.6% | +7.3% |
| 1Y | +21.8% | +26.7% | -5.0% | +0.7% |
| 3Y | +114.4% | +89.6% | +24.9% | +28.0% |
| All | +79.1% | +95.9% | -16.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling