+142.1%
CI vs MTUM
+357.8%
-215.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.7% |
| 7D | -0.1% | +0.7% | -0.8% | -0.5% |
| 30D | +1.8% | -2.4% | +4.2% | +2.8% |
| 3M | -4.2% | -3.6% | -0.6% | -3.9% |
| 6M | +8.8% | +23.7% | -14.8% | -6.3% |
| YTD | +3.7% | +22.9% | -19.2% | -10.7% |
| 1Y | -6.1% | +21.8% | -27.9% | -18.9% |
| 3Y | +4.5% | +114.4% | -110.0% | -41.2% |
| 5Y | +50.5% | +79.6% | -29.0% | -4.7% |
| All | +142.1% | +357.8% | -215.7% | -31.5% |
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