+79.1%
MTUM vs EVRG
+48.0%
+31.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -1.2% | -1.2% | -2.2% |
| 3M | -3.6% | -0.6% | -3.0% | -3.7% |
| 6M | +23.7% | +2.4% | +21.2% | +22.6% |
| YTD | +22.9% | +15.5% | +7.5% | +18.2% |
| 1Y | +21.8% | +16.8% | +4.9% | +16.6% |
| 3Y | +114.4% | +75.0% | +39.4% | +84.4% |
| All | +79.1% | +48.0% | +31.1% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling