+639.8%
CMI vs MTUM
+604.3%
+35.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -1.3% |
| 30D | -12.4% | -2.4% | -9.9% | -10.7% |
| 3M | -14.8% | -3.6% | -11.1% | -12.5% |
| 6M | +0.8% | +23.7% | -22.9% | -13.6% |
| YTD | +10.2% | +22.9% | -12.7% | -5.0% |
| 1Y | +37.4% | +21.8% | +15.7% | +19.3% |
| 3Y | +153.3% | +114.4% | +38.8% | +45.7% |
| 5Y | +167.6% | +79.6% | +88.0% | +72.8% |
| 10Y | +514.4% | +356.2% | +158.1% | +76.0% |
| All | +639.8% | +604.3% | +35.5% | +40.8% |
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 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