+48.9%
CIEN vs MTUM
+9.7%
+39.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -5.4% |
| 7D | -25.0% | -10.1% | -15.0% | -7.1% |
| 30D | -30.1% | -15.6% | -14.6% | -1.1% |
| 3M | -33.8% | -12.7% | -21.0% | -10.5% |
| 6M | -49.4% | -3.7% | -45.7% | -45.4% |
| YTD | +16.4% | +9.4% | +7.0% | -4.3% |
| 1Y | +48.9% | +10.2% | +38.6% | +22.8% |
| All | +48.9% | +9.7% | +39.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling