+608.1%
MTUM vs EXR
+448.9%
+159.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +4.1% | -0.7% | +4.8% | +4.3% |
| 30D | -0.2% | -6.9% | +6.7% | +1.8% |
| 3M | -1.9% | -3.0% | +1.1% | -1.5% |
| 6M | +28.1% | -2.9% | +31.0% | +28.4% |
| YTD | +23.6% | +9.3% | +14.3% | +19.5% |
| 1Y | +26.1% | -0.9% | +27.1% | +25.2% |
| 3Y | +116.8% | +24.7% | +92.1% | +96.1% |
| 5Y | +80.0% | -11.7% | +91.7% | +78.4% |
| 10Y | +346.4% | +148.4% | +198.0% | +210.3% |
| All | +608.1% | +448.9% | +159.2% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling