+349.5%
MTUM vs EIX
+19.9%
+329.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | -2.4% | -19.3% | +16.9% | +1.2% |
| 3M | -3.6% | -21.7% | +18.0% | +0.3% |
| 6M | +23.7% | -19.8% | +43.5% | +27.8% |
| YTD | +22.9% | -3.0% | +26.0% | +20.6% |
| 1Y | +21.8% | +5.1% | +16.7% | +16.7% |
| 3Y | +114.4% | -7.0% | +121.4% | +107.8% |
| 5Y | +79.6% | +22.0% | +57.5% | +59.3% |
| All | +349.5% | +19.9% | +329.6% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling