+349.5%
MTUM vs EMB
+30.3%
+319.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.7% | -1.2% | +1.9% | +2.0% |
| 30D | -2.4% | -1.3% | -1.2% | -1.1% |
| 3M | -3.6% | -1.8% | -1.9% | -1.7% |
| 6M | +23.7% | +0.2% | +23.5% | +23.8% |
| YTD | +22.9% | +0.4% | +22.5% | +22.9% |
| 1Y | +21.8% | +2.8% | +18.9% | +18.9% |
| 3Y | +114.4% | +29.1% | +85.3% | +67.7% |
| 5Y | +79.6% | +6.3% | +73.3% | +74.6% |
| All | +349.5% | +30.3% | +319.1% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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