+388.9%
CI vs MTUM
+599.3%
-210.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.3% |
| 7D | +1.3% | +1.7% | -0.4% | +0.3% |
| 30D | +4.4% | -1.7% | +6.1% | +5.2% |
| 3M | +0.7% | -6.3% | +7.0% | +2.3% |
| 6M | +0.3% | +21.8% | -21.5% | -13.4% |
| YTD | +3.8% | +22.0% | -18.2% | -10.8% |
| 1Y | -5.5% | +25.3% | -30.8% | -20.3% |
| 3Y | +8.1% | +112.1% | -104.0% | -39.4% |
| 5Y | +42.8% | +76.2% | -33.4% | -9.5% |
| 10Y | +143.9% | +340.1% | -196.3% | -28.1% |
| All | +388.9% | +599.3% | -210.4% | +6.3% |
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