-4.9%
CARR vs MTUM
+1.2%
-6.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.2% | +3.8% | +0.1% |
| 7D | -4.2% | -16.1% | +11.9% | +5.4% |
| 30D | -4.7% | -22.8% | +18.1% | +9.9% |
| 3M | -18.3% | -19.1% | +0.7% | -8.6% |
| 6M | -16.4% | -13.7% | -2.7% | -11.7% |
| YTD | +2.3% | +0.4% | +1.9% | -3.6% |
| 1Y | -4.9% | +0.8% | -5.7% | -10.7% |
| All | -4.9% | +1.2% | -6.2% | -10.7% |
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