+530.2%
MTUM vs ESI
+222.6%
+307.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +4.1% | +3.9% | +0.2% | +3.1% |
| 30D | +0.6% | -3.8% | +4.4% | +1.6% |
| 3M | -0.6% | -13.1% | +12.5% | +2.8% |
| 6M | +25.3% | +11.3% | +14.0% | +22.0% |
| YTD | +23.8% | +44.1% | -20.3% | +13.0% |
| 1Y | +25.4% | +40.3% | -15.0% | +14.8% |
| 3Y | +117.3% | +84.1% | +33.2% | +85.1% |
| 5Y | +79.7% | +75.8% | +3.9% | +52.9% |
| 10Y | +359.6% | +320.7% | +38.9% | +222.7% |
| All | +530.2% | +222.6% | +307.7% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling