+55.4%
CAH vs MTUM
+21.2%
+34.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | -5.1% | +0.7% | -5.8% | -5.0% |
| 30D | +0.2% | -2.4% | +2.6% | 0.0% |
| 3M | +6.3% | -3.6% | +9.9% | +5.9% |
| 6M | +9.4% | +23.7% | -14.3% | +6.4% |
| YTD | +15.0% | +22.9% | -8.0% | +13.1% |
| 1Y | +55.4% | +21.8% | +33.7% | +47.1% |
| All | +55.4% | +21.2% | +34.2% | +47.1% |
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 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