+120.3%
CLF vs MTUM
+352.0%
-231.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | +0.1% |
| 7D | -3.7% | +1.2% | -4.9% | -5.1% |
| 30D | -4.7% | -1.7% | -3.0% | -2.9% |
| 3M | -4.7% | -0.5% | -4.2% | -6.4% |
| 6M | +24.0% | +22.3% | +1.7% | -4.5% |
| YTD | -10.9% | +21.4% | -32.3% | -31.2% |
| 1Y | +4.0% | +20.0% | -16.0% | -17.7% |
| 3Y | -16.9% | +113.0% | -129.9% | -67.1% |
| 5Y | -49.3% | +77.3% | -126.6% | -74.6% |
| All | +120.3% | +352.0% | -231.7% | -67.9% |
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