-3.1%
CMG vs MTUM
+78.7%
-81.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.6% |
| 7D | -2.1% | +0.7% | -2.8% | -2.5% |
| 30D | +10.9% | -2.4% | +13.4% | +12.3% |
| 3M | +15.8% | -3.6% | +19.5% | +16.2% |
| 6M | +6.9% | +23.7% | -16.7% | -12.3% |
| YTD | -2.2% | +22.9% | -25.1% | -19.7% |
| 1Y | -7.1% | +21.8% | -28.8% | -23.2% |
| 3Y | -7.1% | +114.4% | -121.6% | -53.6% |
| All | -3.1% | +78.7% | -81.7% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling