+604.3%
MTUM vs EFX
+230.9%
+373.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.7% | -4.5% | +5.3% | +2.1% |
| 30D | -2.4% | -6.1% | +3.6% | -1.0% |
| 3M | -3.6% | +6.2% | -9.9% | -7.3% |
| 6M | +23.7% | -11.2% | +34.9% | +25.5% |
| YTD | +22.9% | -21.4% | +44.3% | +29.1% |
| 1Y | +21.8% | -34.3% | +56.1% | +35.9% |
| 3Y | +114.4% | -12.5% | +127.0% | +107.6% |
| 5Y | +79.6% | -35.6% | +115.1% | +90.8% |
| 10Y | +356.2% | +41.8% | +314.5% | +229.6% |
| All | +604.3% | +230.9% | +373.5% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling