+79.1%
MTUM vs EXEL
+180.6%
-101.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +0.7% | -4.9% | +5.6% | +1.4% |
| 30D | -2.4% | +11.4% | -13.8% | -4.0% |
| 3M | -3.6% | +4.9% | -8.5% | -4.6% |
| 6M | +23.7% | +34.4% | -10.8% | +17.7% |
| YTD | +22.9% | +28.0% | -5.1% | +17.7% |
| 1Y | +21.8% | +43.6% | -21.9% | +14.3% |
| 3Y | +114.4% | +155.2% | -40.8% | +78.9% |
| All | +79.1% | +180.6% | -101.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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