+77.3%
MTUM vs EXR
-11.2%
+88.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +1.2% | -3.2% | +4.5% | +2.0% |
| 30D | -1.7% | -6.9% | +5.2% | -0.1% |
| 3M | -0.5% | -7.8% | +7.3% | +1.0% |
| 6M | +22.3% | -4.9% | +27.2% | +23.0% |
| YTD | +21.4% | +7.2% | +14.2% | +18.3% |
| 1Y | +20.0% | -1.5% | +21.5% | +19.3% |
| 3Y | +113.0% | +22.3% | +90.7% | +95.4% |
| 5Y | +77.3% | -10.9% | +88.2% | +79.7% |
| All | +77.3% | -11.2% | +88.5% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling