+21.8%
MTUM vs EVRG
+17.7%
+4.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -1.2% | -1.2% | -2.6% |
| 3M | -3.6% | -0.6% | -3.0% | -3.9% |
| 6M | +23.7% | +2.4% | +21.2% | +23.6% |
| YTD | +22.9% | +15.5% | +7.5% | +22.7% |
| 1Y | +21.8% | +16.8% | +4.9% | +22.4% |
| All | +21.8% | +17.7% | +4.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 1y: compounded portfolio wealth divided by compounded EVRG 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…
1y analysis · Full analysis span regression · 6 months rolling