-49.3%
TE vs MTUM
+78.7%
-128.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -1.5% |
| 7D | +0.2% | +0.7% | -0.5% | -0.7% |
| 30D | -5.9% | -2.4% | -3.5% | -1.8% |
| 3M | -45.6% | -3.6% | -41.9% | -39.9% |
| 6M | -43.4% | +23.7% | -67.0% | -56.1% |
| YTD | -31.0% | +22.9% | -53.9% | -44.9% |
| 1Y | +145.2% | +21.8% | +123.5% | +101.9% |
| 3Y | -24.1% | +114.4% | -138.5% | -71.2% |
| All | -49.3% | +78.7% | -128.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling