+349.5%
MTUM vs EL
+26.1%
+323.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.7% | -6.5% | +7.2% | +2.4% |
| 30D | -2.4% | +11.1% | -13.6% | -5.5% |
| 3M | -3.6% | +10.7% | -14.4% | -6.8% |
| 6M | +23.7% | +6.9% | +16.8% | +19.6% |
| YTD | +22.9% | -6.3% | +29.2% | +21.7% |
| 1Y | +21.8% | +13.5% | +8.3% | +13.6% |
| 3Y | +114.4% | -33.1% | +147.5% | +120.2% |
| 5Y | +79.6% | -68.8% | +148.3% | +142.2% |
| All | +349.5% | +26.1% | +323.3% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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