+10.2%
MTUM vs EQH
+18.6%
-8.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -10.1% | +2.8% | -12.9% | -10.5% |
| 30D | -15.6% | +3.9% | -19.5% | -16.2% |
| 3M | -12.7% | +16.3% | -29.1% | -15.4% |
| 6M | -3.7% | +37.1% | -40.8% | -10.4% |
| YTD | +9.4% | +20.2% | -10.8% | +3.4% |
| 1Y | +10.2% | +17.9% | -7.7% | +4.3% |
| All | +10.2% | +18.6% | -8.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1y: compounded portfolio wealth divided by compounded EQH 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…
1y analysis · Full analysis span regression · 6 months rolling