+79.1%
MTUM vs ELF
+217.5%
-138.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.7% | -11.6% | +12.3% | +2.2% |
| 30D | -2.4% | +4.6% | -7.1% | -3.1% |
| 3M | -3.6% | +59.7% | -63.4% | -9.6% |
| 6M | +23.7% | +21.2% | +2.4% | +19.6% |
| YTD | +22.9% | +27.4% | -4.5% | +17.4% |
| 1Y | +21.8% | -29.8% | +51.6% | +24.0% |
| 3Y | +114.4% | -28.5% | +142.9% | +102.8% |
| All | +79.1% | +217.5% | -138.4% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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