+67.2%
CAH vs MTUM
+26.3%
+40.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.4% |
| 7D | +5.4% | +1.7% | +3.7% | +5.5% |
| 30D | +3.3% | -1.7% | +5.0% | +3.2% |
| 3M | +22.8% | -6.3% | +29.1% | +22.1% |
| 6M | +11.3% | +21.8% | -10.6% | +8.5% |
| YTD | +21.1% | +22.0% | -0.9% | +19.5% |
| 1Y | +67.2% | +25.3% | +41.9% | +62.0% |
| All | +67.2% | +26.3% | +40.9% | +62.0% |
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