+38.3%
CL vs MTUM
+93.4%
-55.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | +0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -0.5% |
| 30D | +9.5% | -12.1% | +21.6% | +7.7% |
| 3M | +6.8% | -10.0% | +16.7% | +5.4% |
| 6M | +14.3% | -9.4% | +23.7% | +12.7% |
| YTD | +27.0% | +11.1% | +15.9% | +26.3% |
| 1Y | +26.3% | +10.8% | +15.5% | +25.6% |
| All | +38.3% | +93.4% | -55.1% | +29.5% |
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