+79.1%
MTUM vs EFX
-36.2%
+115.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.7% | -4.5% | +5.3% | +1.7% |
| 30D | -2.4% | -6.1% | +3.6% | -1.4% |
| 3M | -3.6% | +6.2% | -9.9% | -6.5% |
| 6M | +23.7% | -11.2% | +34.9% | +25.4% |
| YTD | +22.9% | -21.4% | +44.3% | +28.4% |
| 1Y | +21.8% | -34.3% | +56.1% | +34.2% |
| 3Y | +114.4% | -12.5% | +127.0% | +108.5% |
| All | +79.1% | -36.2% | +115.3% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling