+264.8%
CHRW vs MTUM
+608.1%
-343.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.1% |
| 7D | +1.9% | +4.1% | -2.2% | +0.2% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | -19.9% | -1.9% | -18.0% | -19.8% |
| 6M | -15.8% | +28.1% | -43.9% | -26.0% |
| YTD | -5.6% | +23.6% | -29.2% | -15.5% |
| 1Y | +21.0% | +26.1% | -5.1% | +7.0% |
| 3Y | +86.0% | +116.8% | -30.8% | +23.9% |
| 5Y | +88.6% | +80.0% | +8.6% | +36.1% |
| 10Y | +169.3% | +346.4% | -177.1% | +11.2% |
| All | +264.8% | +608.1% | -343.3% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling