+92.0%
CHRW vs MTUM
+78.7%
+13.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.2% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | +4.6% | -2.4% | +7.0% | +5.4% |
| 3M | -19.7% | -3.6% | -16.1% | -18.9% |
| 6M | -12.4% | +23.7% | -36.1% | -20.5% |
| YTD | -3.9% | +22.9% | -26.8% | -12.4% |
| 1Y | +18.4% | +21.8% | -3.4% | +8.0% |
| 3Y | +88.8% | +114.4% | -25.6% | +31.4% |
| All | +92.0% | +78.7% | +13.3% | +36.9% |
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 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