+114.4%
MTUM vs EFX
-12.2%
+126.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.7% | -4.5% | +5.3% | +1.3% |
| 30D | -2.4% | -6.1% | +3.6% | -1.9% |
| 3M | -3.6% | +6.2% | -9.9% | -5.8% |
| 6M | +23.7% | -11.2% | +34.9% | +25.4% |
| YTD | +22.9% | -21.4% | +44.3% | +28.0% |
| 1Y | +21.8% | -34.3% | +56.1% | +33.0% |
| 3Y | +114.4% | -12.5% | +127.0% | +117.1% |
| All | +114.4% | -12.2% | +126.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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