+349.5%
MTUM vs EXR
+151.8%
+197.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | -2.4% | -6.2% | +3.8% | -0.8% |
| 3M | -3.6% | -7.4% | +3.8% | -2.0% |
| 6M | +23.7% | -0.5% | +24.2% | +23.1% |
| YTD | +22.9% | +8.1% | +14.8% | +19.3% |
| 1Y | +21.8% | -2.9% | +24.6% | +21.6% |
| 3Y | +114.4% | +22.9% | +91.5% | +95.3% |
| 5Y | +79.6% | -10.2% | +89.7% | +77.3% |
| All | +349.5% | +151.8% | +197.7% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling