+1,056.5%
CCJ vs MTUM
+357.8%
+698.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.9% |
| 7D | -4.0% | +0.7% | -4.7% | -4.6% |
| 30D | -2.4% | -2.4% | +0.1% | -0.2% |
| 3M | -2.3% | -3.6% | +1.3% | -0.1% |
| 6M | -16.2% | +23.7% | -39.9% | -31.1% |
| YTD | +5.7% | +22.9% | -17.2% | -12.1% |
| 1Y | +21.3% | +21.8% | -0.5% | +2.3% |
| 3Y | +159.4% | +114.4% | +44.9% | +39.0% |
| 5Y | +300.7% | +79.6% | +221.1% | +147.5% |
| All | +1,056.5% | +357.8% | +698.6% | +343.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling