+148.6%
TE vs MTUM
+26.3%
+122.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | -2.7% |
| 7D | -4.0% | +1.7% | -5.7% | -7.5% |
| 30D | -15.9% | -1.7% | -14.3% | -13.4% |
| 3M | -60.5% | -6.3% | -54.2% | -52.3% |
| 6M | -35.2% | +21.8% | -57.1% | -51.9% |
| YTD | -31.1% | +22.0% | -53.2% | -48.2% |
| 1Y | +148.6% | +25.3% | +123.3% | +111.2% |
| All | +148.6% | +26.3% | +122.4% | +111.2% |
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