+609.5%
MTUM vs EIX
+85.8%
+523.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.9% |
| 7D | +4.1% | +4.1% | 0.0% | +3.1% |
| 30D | +0.6% | -15.3% | +16.0% | +3.2% |
| 3M | -0.6% | -18.4% | +17.8% | +2.6% |
| 6M | +25.3% | -16.8% | +42.2% | +28.5% |
| YTD | +23.8% | -0.6% | +24.4% | +20.9% |
| 1Y | +25.4% | +10.7% | +14.7% | +18.7% |
| 3Y | +117.3% | -4.5% | +121.7% | +109.4% |
| 5Y | +79.7% | +24.0% | +55.6% | +59.1% |
| 10Y | +359.6% | +22.9% | +336.7% | +286.5% |
| All | +609.5% | +85.8% | +523.7% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling