+595.4%
MTUM vs EVRG
+296.8%
+298.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +1.2% | -0.7% | +1.9% | +1.5% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | -0.5% | -1.0% | +0.5% | -0.4% |
| 6M | +22.3% | +1.0% | +21.4% | +21.4% |
| YTD | +21.4% | +15.1% | +6.3% | +14.9% |
| 1Y | +20.0% | +17.6% | +2.4% | +12.6% |
| 3Y | +113.0% | +70.5% | +42.5% | +73.5% |
| 5Y | +77.3% | +48.9% | +28.4% | +50.4% |
| 10Y | +350.5% | +112.8% | +237.7% | +228.3% |
| All | +595.4% | +296.8% | +298.6% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling