+415.5%
CNQ vs MTUM
+357.8%
+57.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -1.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.4% |
| 30D | +6.2% | -2.4% | +8.6% | +7.8% |
| 3M | +12.4% | -3.6% | +16.0% | +13.2% |
| 6M | +9.0% | +23.7% | -14.6% | -10.0% |
| YTD | +52.2% | +22.9% | +29.3% | +25.4% |
| 1Y | +65.0% | +21.8% | +43.3% | +36.5% |
| 3Y | +78.8% | +114.4% | -35.6% | -9.9% |
| 5Y | +286.0% | +79.6% | +206.4% | +123.9% |
| All | +415.5% | +357.8% | +57.7% | +65.6% |
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