+56.1%
CDE vs MTUM
+357.8%
-301.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.2% |
| 7D | -3.1% | +0.7% | -3.8% | -3.9% |
| 30D | +9.5% | -2.4% | +11.9% | +12.2% |
| 3M | +25.5% | -3.6% | +29.1% | +29.3% |
| 6M | -7.9% | +23.7% | -31.6% | -26.9% |
| YTD | +15.6% | +22.9% | -7.4% | -6.7% |
| 1Y | +34.0% | +21.8% | +12.3% | +9.9% |
| 3Y | +791.9% | +114.4% | +677.5% | +308.8% |
| 5Y | +197.7% | +79.6% | +118.2% | +63.1% |
| All | +56.1% | +357.8% | -301.7% | -67.6% |
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