+277.4%
C vs MTUM
+525.0%
-247.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +1.7% |
| 7D | +4.2% | +6.6% | -2.5% | -1.6% |
| 30D | +2.0% | -10.8% | +12.8% | +11.6% |
| 3M | -10.1% | -13.8% | +3.7% | +1.0% |
| 6M | +1.0% | -10.7% | +11.7% | +7.7% |
| YTD | +8.5% | +9.1% | -0.6% | -4.2% |
| 1Y | +25.7% | +11.4% | +14.4% | +8.8% |
| 3Y | +216.0% | +88.8% | +127.2% | +65.9% |
| 5Y | +112.3% | +51.7% | +60.6% | +35.5% |
| 10Y | +217.8% | +307.9% | -90.1% | -31.7% |
| All | +277.4% | +525.0% | -247.6% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling