+89.6%
CL vs MTUM
+307.2%
-217.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.2% |
| 7D | +3.2% | +6.6% | -3.4% | +1.8% |
| 30D | +8.0% | -10.8% | +18.9% | +10.4% |
| 3M | +7.9% | -13.8% | +21.6% | +10.9% |
| 6M | +14.7% | -10.7% | +25.4% | +15.6% |
| YTD | +29.2% | +9.1% | +20.1% | +22.2% |
| 1Y | +29.5% | +11.4% | +18.2% | +21.6% |
| 3Y | +40.7% | +88.8% | -48.1% | +6.1% |
| 5Y | +43.9% | +51.7% | -7.9% | +17.5% |
| All | +89.6% | +307.2% | -217.6% | -1.9% |
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