+604.3%
MTUM vs ET
+303.2%
+301.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -2.4% | +2.9% | -5.3% | -2.9% |
| 3M | -3.6% | +16.8% | -20.4% | -6.0% |
| 6M | +23.7% | +18.9% | +4.8% | +20.2% |
| YTD | +22.9% | +37.7% | -14.8% | +16.7% |
| 1Y | +21.8% | +32.4% | -10.7% | +16.3% |
| 3Y | +114.4% | +99.5% | +15.0% | +93.2% |
| 5Y | +79.6% | +244.0% | -164.4% | +50.1% |
| 10Y | +356.2% | +172.1% | +184.1% | +275.2% |
| All | +604.3% | +303.2% | +301.1% | +425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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