+1,500.5%
CIEN vs MTUM
+357.8%
+1,142.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +3.0% |
| 7D | +8.9% | +0.7% | +8.2% | +8.1% |
| 30D | -19.1% | -2.4% | -16.7% | -16.4% |
| 3M | -21.5% | -3.6% | -17.8% | -16.8% |
| 6M | +2.8% | +23.7% | -20.8% | -15.4% |
| YTD | +49.5% | +22.9% | +26.5% | +25.0% |
| 1Y | +163.8% | +21.8% | +142.0% | +125.3% |
| 3Y | +615.8% | +114.4% | +501.4% | +272.3% |
| 5Y | +548.4% | +79.6% | +468.8% | +293.5% |
| All | +1,500.5% | +357.8% | +1,142.6% | +234.3% |
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 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