+10.7%
CARR vs MTUM
+78.7%
-68.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +0.4% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | -8.9% | -2.4% | -6.5% | -7.2% |
| 3M | -17.3% | -3.6% | -13.7% | -15.6% |
| 6M | -1.4% | +23.7% | -25.1% | -18.8% |
| YTD | +10.0% | +22.9% | -12.9% | -9.4% |
| 1Y | -6.4% | +21.8% | -28.1% | -22.3% |
| 3Y | +1.5% | +114.4% | -112.9% | -49.6% |
| All | +10.7% | +78.7% | -68.0% | -38.9% |
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