+114.4%
MTUM vs EQX
+168.9%
-54.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.1% |
| 7D | +0.7% | -3.2% | +3.9% | +1.0% |
| 30D | -2.4% | +7.8% | -10.2% | -3.3% |
| 3M | -3.6% | +21.3% | -25.0% | -6.0% |
| 6M | +23.7% | -22.4% | +46.1% | +25.0% |
| YTD | +22.9% | -11.3% | +34.2% | +22.5% |
| 1Y | +21.8% | +13.5% | +8.3% | +18.8% |
| 3Y | +114.4% | +162.1% | -47.7% | +96.2% |
| All | +114.4% | +168.9% | -54.5% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling