+41.4%
CL vs MTUM
+54.8%
-13.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.1% |
| 7D | -0.8% | +1.5% | -2.3% | -0.8% |
| 30D | +9.5% | -12.1% | +21.6% | +9.5% |
| 3M | +6.8% | -10.0% | +16.7% | +6.7% |
| 6M | +14.3% | -9.4% | +23.7% | +13.6% |
| YTD | +27.0% | +11.1% | +15.9% | +23.7% |
| 1Y | +26.3% | +10.8% | +15.5% | +23.0% |
| 3Y | +39.3% | +92.9% | -53.7% | +19.6% |
| All | +41.4% | +54.8% | -13.4% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling