+394.0%
CAH vs MTUM
+78.7%
+315.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | +0.2% | -2.4% | +2.6% | +0.7% |
| 3M | +6.3% | -3.6% | +9.9% | +6.6% |
| 6M | +9.4% | +23.7% | -14.3% | +0.6% |
| YTD | +15.0% | +22.9% | -8.0% | +5.9% |
| 1Y | +55.4% | +21.8% | +33.7% | +43.3% |
| 3Y | +173.8% | +114.4% | +59.4% | +95.8% |
| All | +394.0% | +78.7% | +315.3% | +268.2% |
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