-24.1%
TE vs MTUM
+114.7%
-138.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -1.6% |
| 7D | +0.2% | +0.7% | -0.5% | -0.7% |
| 30D | -5.9% | -2.4% | -3.5% | -1.5% |
| 3M | -45.6% | -3.6% | -41.9% | -39.8% |
| 6M | -43.4% | +23.7% | -67.0% | -56.2% |
| YTD | -31.0% | +22.9% | -53.9% | -45.0% |
| 1Y | +145.2% | +21.8% | +123.5% | +101.1% |
| 3Y | -24.1% | +114.4% | -138.5% | -63.8% |
| All | -24.1% | +114.7% | -138.8% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling