-4.6%
CARR vs MTUM
+26.3%
-30.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | 0.0% |
| 7D | +1.6% | +1.7% | -0.2% | +0.5% |
| 30D | -8.7% | -1.7% | -7.1% | -7.9% |
| 3M | -12.6% | -6.3% | -6.2% | -9.8% |
| 6M | -1.5% | +21.8% | -23.4% | -15.2% |
| YTD | +14.3% | +22.0% | -7.7% | -2.3% |
| 1Y | -4.6% | +25.3% | -29.9% | -16.2% |
| All | -4.6% | +26.3% | -30.9% | -16.2% |
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 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