-20.3%
CLF vs MTUM
+599.3%
-619.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | -0.2% |
| 7D | +7.6% | +1.7% | +5.9% | +5.6% |
| 30D | -1.2% | -1.7% | +0.5% | +0.6% |
| 3M | -13.4% | -6.3% | -7.0% | -8.9% |
| 6M | +15.4% | +21.8% | -6.4% | -9.1% |
| YTD | -5.9% | +22.0% | -27.9% | -26.4% |
| 1Y | +18.8% | +25.3% | -6.5% | -8.9% |
| 3Y | -19.4% | +112.1% | -131.6% | -65.7% |
| 5Y | -47.7% | +76.2% | -123.9% | -72.2% |
| 10Y | +130.4% | +340.1% | -209.8% | -46.8% |
| All | -20.3% | +599.3% | -619.6% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling