+18.8%
CMG vs MTUM
-1.8%
+20.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | -3.8% | +1.2% | -5.1% | -3.8% |
| 30D | +12.9% | -1.7% | +14.6% | +13.0% |
| 3M | +18.8% | -0.5% | +19.2% | +17.4% |
| All | +18.8% | -1.8% | +20.6% | +17.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling