+451.2%
CMG vs MTUM
+604.3%
-153.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | -2.1% | +0.7% | -2.8% | -2.6% |
| 30D | +10.9% | -2.4% | +13.4% | +12.5% |
| 3M | +15.8% | -3.6% | +19.5% | +16.4% |
| 6M | +6.9% | +23.7% | -16.7% | -12.0% |
| YTD | -2.2% | +22.9% | -25.1% | -19.4% |
| 1Y | -7.1% | +21.8% | -28.8% | -22.9% |
| 3Y | -7.1% | +114.4% | -121.6% | -51.0% |
| 5Y | -4.8% | +79.6% | -84.3% | -42.5% |
| 10Y | +324.3% | +356.2% | -31.9% | +36.1% |
| All | +451.2% | +604.3% | -153.1% | +32.3% |
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