+609.5%
MTUM vs ETR
+428.4%
+181.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | +0.6% | +2.0% | -1.4% | -0.1% |
| 3M | -0.6% | -1.7% | +1.0% | -0.2% |
| 6M | +25.3% | +3.6% | +21.8% | +23.3% |
| YTD | +23.8% | +18.0% | +5.8% | +16.3% |
| 1Y | +25.4% | +26.2% | -0.9% | +15.0% |
| 3Y | +117.3% | +148.0% | -30.7% | +55.6% |
| 5Y | +79.7% | +126.1% | -46.4% | +31.2% |
| 10Y | +359.6% | +302.3% | +57.3% | +178.8% |
| All | +609.5% | +428.4% | +181.0% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling