+27.7%
CL vs MTUM
+116.3%
-88.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | +4.1% | -6.4% | -1.8% |
| 30D | -5.5% | +0.6% | -6.1% | -5.4% |
| 3M | +0.8% | -0.6% | +1.5% | +0.8% |
| 6M | -4.2% | +25.3% | -29.6% | -3.5% |
| YTD | +13.4% | +23.8% | -10.4% | +14.2% |
| 1Y | +7.1% | +25.4% | -18.3% | +7.8% |
| All | +27.7% | +116.3% | -88.6% | +20.7% |
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