+95.2%
CNC vs MTUM
+357.8%
-262.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.9% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | -1.0% | -2.4% | +1.5% | +0.1% |
| 3M | +4.5% | -3.6% | +8.2% | +5.3% |
| 6M | +85.2% | +23.7% | +61.6% | +59.8% |
| YTD | +61.4% | +22.9% | +38.5% | +39.1% |
| 1Y | +94.9% | +21.8% | +73.1% | +68.4% |
| 3Y | 0.0% | +114.4% | -114.4% | -44.0% |
| 5Y | +11.2% | +79.6% | -68.4% | -29.7% |
| All | +95.2% | +357.8% | -262.6% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling