+21.8%
MTUM vs ESI
+34.2%
-12.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.7% | -4.6% | +5.4% | +2.6% |
| 30D | -2.4% | -10.5% | +8.1% | +1.9% |
| 3M | -3.6% | -19.8% | +16.2% | +5.1% |
| 6M | +23.7% | +5.8% | +17.9% | +23.7% |
| YTD | +22.9% | +38.3% | -15.4% | +13.7% |
| 1Y | +21.8% | +31.5% | -9.8% | +13.7% |
| All | +21.8% | +34.2% | -12.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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