+32.3%
CCJ vs MTUM
+26.3%
+6.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.9% |
| 7D | +0.7% | +1.7% | -1.0% | -1.1% |
| 30D | +6.9% | -1.7% | +8.5% | +8.7% |
| 3M | -11.6% | -6.3% | -5.3% | -6.9% |
| 6M | -16.2% | +21.8% | -38.1% | -40.9% |
| YTD | +10.1% | +22.0% | -11.9% | -22.1% |
| 1Y | +32.3% | +25.3% | +6.9% | -12.3% |
| All | +32.3% | +26.3% | +6.0% | -12.3% |
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