+4.5%
CI vs MTUM
+112.0%
-107.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | -1.3% | +1.2% | -2.6% | -1.3% |
| 30D | +3.1% | -1.7% | +4.8% | +3.1% |
| 3M | -4.5% | -0.5% | -4.0% | -4.7% |
| 6M | +8.3% | +22.3% | -14.1% | +5.8% |
| YTD | +3.8% | +21.4% | -17.6% | +1.5% |
| 1Y | -5.0% | +20.0% | -25.0% | -7.0% |
| All | +4.5% | +112.0% | -107.5% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling