-14.2%
CLF vs MTUM
+116.3%
-130.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -2.7% | +4.1% | -6.8% | -6.5% |
| 30D | -3.2% | +0.6% | -3.8% | -3.8% |
| 3M | -5.0% | -0.6% | -4.3% | -6.4% |
| 6M | +26.6% | +25.3% | +1.2% | -3.0% |
| YTD | -9.0% | +23.8% | -32.8% | -29.7% |
| 1Y | +11.8% | +25.4% | -13.5% | -13.7% |
| All | -14.2% | +116.3% | -130.5% | -58.0% |
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