+349.5%
MTUM vs ES
+82.1%
+267.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.7% | -3.6% | +4.3% | +1.7% |
| 30D | -2.4% | -4.2% | +1.8% | -1.3% |
| 3M | -3.6% | +0.1% | -3.8% | -4.0% |
| 6M | +23.7% | -6.2% | +29.9% | +25.2% |
| YTD | +22.9% | +4.1% | +18.8% | +20.4% |
| 1Y | +21.8% | +10.2% | +11.6% | +16.4% |
| 3Y | +114.4% | +26.1% | +88.4% | +91.4% |
| 5Y | +79.6% | -5.3% | +84.9% | +76.7% |
| All | +349.5% | +82.1% | +267.4% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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