+349.5%
MTUM vs EME
+1,362.1%
-1,012.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | -0.2% |
| 7D | +0.7% | +3.5% | -2.8% | -0.6% |
| 30D | -2.4% | -6.3% | +3.9% | -0.3% |
| 3M | -3.6% | -3.8% | +0.1% | -2.7% |
| 6M | +23.7% | +8.5% | +15.2% | +19.6% |
| YTD | +22.9% | +27.8% | -4.9% | +12.1% |
| 1Y | +21.8% | +22.2% | -0.5% | +11.4% |
| 3Y | +114.4% | +253.5% | -139.0% | +33.6% |
| 5Y | +79.6% | +578.6% | -499.1% | -11.7% |
| All | +349.5% | +1,362.1% | -1,012.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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