+153.3%
CMI vs MTUM
+114.7%
+38.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.2% |
| 7D | -0.7% | +0.7% | -1.4% | -1.3% |
| 30D | -12.4% | -2.4% | -9.9% | -10.6% |
| 3M | -14.8% | -3.6% | -11.1% | -12.4% |
| 6M | +0.8% | +23.7% | -22.9% | -14.9% |
| YTD | +10.2% | +22.9% | -12.7% | -6.4% |
| 1Y | +37.4% | +21.8% | +15.7% | +17.6% |
| 3Y | +153.3% | +114.4% | +38.8% | +58.8% |
| All | +153.3% | +114.7% | +38.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling