+380.0%
CI vs MTUM
+608.1%
-228.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.5% |
| 7D | -2.0% | +4.1% | -6.1% | -4.1% |
| 30D | -1.8% | -0.2% | -1.6% | -1.9% |
| 3M | -4.2% | -1.9% | -2.3% | -4.9% |
| 6M | +2.7% | +28.1% | -25.4% | -14.0% |
| YTD | +1.9% | +23.6% | -21.7% | -13.0% |
| 1Y | -6.3% | +26.1% | -32.4% | -21.2% |
| 3Y | +3.9% | +116.8% | -113.0% | -42.6% |
| 5Y | +41.9% | +80.0% | -38.1% | -11.3% |
| 10Y | +140.4% | +346.4% | -206.0% | -29.7% |
| All | +380.0% | +608.1% | -228.1% | +3.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling