-25.8%
TE vs MTUM
+9.7%
-35.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | +0.9% |
| 7D | +3.8% | -10.1% | +13.9% | +31.4% |
| 30D | -26.2% | -15.6% | -10.7% | +8.9% |
| 3M | -49.7% | -12.7% | -37.0% | -31.5% |
| 6M | -46.5% | -3.7% | -42.7% | -38.0% |
| YTD | -59.1% | +9.4% | -68.6% | -64.2% |
| 1Y | -25.8% | +10.2% | -36.0% | -35.5% |
| All | -25.8% | +9.7% | -35.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling