+189.0%
CDE vs MTUM
+78.7%
+110.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.3% |
| 7D | -3.1% | +0.7% | -3.8% | -4.0% |
| 30D | +9.5% | -2.4% | +11.9% | +12.4% |
| 3M | +25.5% | -3.6% | +29.1% | +29.3% |
| 6M | -7.9% | +23.7% | -31.6% | -29.2% |
| YTD | +15.6% | +22.9% | -7.4% | -9.5% |
| 1Y | +34.0% | +21.8% | +12.3% | +6.7% |
| 3Y | +791.9% | +114.4% | +677.5% | +279.2% |
| All | +189.0% | +78.7% | +110.3% | +38.6% |
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 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