+274.2%
CME vs MTUM
+357.8%
-83.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | +5.6% | -2.4% | +8.0% | +6.5% |
| 3M | +5.6% | -3.6% | +9.2% | +5.9% |
| 6M | -8.3% | +23.7% | -31.9% | -18.5% |
| YTD | +4.3% | +22.9% | -18.6% | -7.3% |
| 1Y | +9.1% | +21.8% | -12.7% | -3.0% |
| 3Y | +52.1% | +114.4% | -62.4% | -4.3% |
| 5Y | +79.7% | +79.6% | +0.1% | +24.5% |
| All | +274.2% | +357.8% | -83.6% | +43.6% |
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 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