+595.4%
MTUM vs EFV
+178.8%
+416.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | +1.2% | -2.0% | +3.2% | +2.8% |
| 30D | -1.7% | -0.2% | -1.5% | -1.6% |
| 3M | -0.5% | +9.1% | -9.6% | -6.8% |
| 6M | +22.3% | +11.7% | +10.6% | +12.8% |
| YTD | +21.4% | +17.0% | +4.3% | +8.0% |
| 1Y | +20.0% | +26.7% | -6.7% | +0.6% |
| 3Y | +113.0% | +90.2% | +22.8% | +31.6% |
| 5Y | +77.3% | +96.1% | -18.8% | +6.7% |
| 10Y | +350.5% | +164.5% | +186.0% | +116.6% |
| All | +595.4% | +178.8% | +416.6% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling