+57.9%
CNQ vs MTUM
+1.2%
+56.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.8% | -2.0% |
| 7D | -11.2% | -16.1% | +4.9% | -12.6% |
| 30D | +1.7% | -22.8% | +24.5% | -0.9% |
| 3M | +10.3% | -19.1% | +29.4% | +8.1% |
| 6M | +4.3% | -13.7% | +18.0% | +5.6% |
| YTD | +48.7% | +0.4% | +48.3% | +55.6% |
| 1Y | +57.9% | +0.8% | +57.1% | +65.5% |
| All | +57.9% | +1.2% | +56.7% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling