+344.0%
MTUM vs ELF
+317.0%
+27.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.7% |
| 7D | +4.1% | -6.8% | +10.9% | +5.0% |
| 30D | +0.6% | +5.1% | -4.4% | -0.1% |
| 3M | -0.6% | +79.8% | -80.4% | -8.4% |
| 6M | +25.3% | +29.7% | -4.4% | +19.9% |
| YTD | +23.8% | +31.6% | -7.8% | +17.5% |
| 1Y | +25.4% | -27.9% | +53.3% | +27.1% |
| 3Y | +117.3% | -26.4% | +143.7% | +107.1% |
| 5Y | +79.7% | +235.6% | -155.9% | +30.6% |
| All | +344.0% | +317.0% | +27.0% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling