+114.4%
MTUM vs ESI
+74.1%
+40.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.8% |
| 3M | -3.6% | -19.8% | +16.2% | +4.8% |
| 6M | +23.7% | +5.8% | +17.9% | +21.2% |
| YTD | +22.9% | +38.3% | -15.4% | +8.5% |
| 1Y | +21.8% | +31.5% | -9.8% | +9.0% |
| 3Y | +114.4% | +80.7% | +33.8% | +70.1% |
| All | +114.4% | +74.1% | +40.4% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling