+20.2%
CLF vs MTUM
+9.7%
+10.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.0% | -7.2% | -7.6% |
| 7D | -7.9% | -10.1% | +2.2% | +0.1% |
| 30D | +5.2% | -15.6% | +20.8% | +20.3% |
| 3M | +4.3% | -12.7% | +17.1% | +16.2% |
| 6M | +25.3% | -3.7% | +29.0% | +23.2% |
| YTD | -3.3% | +9.4% | -12.8% | -16.3% |
| 1Y | +20.2% | +10.2% | +10.0% | +4.2% |
| All | +20.2% | +9.7% | +10.5% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling