+710.8%
CME vs MTUM
+609.5%
+101.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.1% | +4.1% | -5.2% | -2.8% |
| 30D | +4.2% | +0.6% | +3.6% | +3.8% |
| 3M | +7.3% | -0.6% | +8.0% | +6.1% |
| 6M | -11.4% | +25.3% | -36.7% | -22.5% |
| YTD | +3.5% | +23.8% | -20.3% | -9.2% |
| 1Y | +8.6% | +25.4% | -16.8% | -5.7% |
| 3Y | +51.6% | +117.3% | -65.7% | -7.7% |
| 5Y | +75.3% | +79.7% | -4.4% | +18.7% |
| 10Y | +278.8% | +359.6% | -80.8% | +27.0% |
| All | +710.8% | +609.5% | +101.4% | +114.6% |
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 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