+79.7%
MTUM vs ES
-4.5%
+84.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +0.6% | -1.0% | +1.7% | +0.7% |
| 3M | -0.6% | +1.5% | -2.1% | -1.0% |
| 6M | +25.3% | -3.5% | +28.8% | +25.6% |
| YTD | +23.8% | +7.0% | +16.8% | +22.0% |
| 1Y | +25.4% | +15.3% | +10.1% | +21.6% |
| 3Y | +117.3% | +30.2% | +87.1% | +103.4% |
| 5Y | +79.7% | -4.3% | +84.0% | +81.1% |
| All | +79.7% | -4.5% | +84.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling