+114.4%
MTUM vs ETR
+143.8%
-29.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | -2.4% | -1.8% | -0.7% | -2.1% |
| 3M | -3.6% | -3.6% | -0.1% | -3.0% |
| 6M | +23.7% | +2.6% | +21.0% | +22.6% |
| YTD | +22.9% | +16.0% | +6.9% | +18.5% |
| 1Y | +21.8% | +20.1% | +1.6% | +16.5% |
| 3Y | +114.4% | +143.6% | -29.1% | +97.4% |
| All | +114.4% | +143.8% | -29.4% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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