-42.6%
CCL vs MTUM
+357.8%
-400.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | -0.2% |
| 7D | -3.2% | +0.7% | -3.9% | -4.1% |
| 30D | -17.8% | -2.4% | -15.3% | -15.7% |
| 3M | -18.7% | -3.6% | -15.0% | -17.7% |
| 6M | -11.4% | +23.7% | -35.1% | -33.2% |
| YTD | -24.3% | +22.9% | -47.2% | -42.6% |
| 1Y | -28.8% | +21.8% | -50.6% | -45.5% |
| 3Y | +49.3% | +114.4% | -65.1% | -40.0% |
| 5Y | +1.6% | +79.6% | -77.9% | -48.8% |
| All | -42.6% | +357.8% | -400.5% | -87.9% |
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 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