+9.4%
MTUM vs XE
-50.4%
+59.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.7% | +7.0% | +2.0% |
| 7D | +0.7% | -15.7% | +16.4% | +2.7% |
| 30D | -2.4% | -26.6% | +24.2% | +0.9% |
| 3M | -3.6% | -20.3% | +16.6% | -3.2% |
| All | +9.4% | -50.4% | +59.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling