+60.7%
COP vs MTUM
+9.7%
+51.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -5.7% |
| 7D | -8.1% | -10.1% | +2.0% | -10.8% |
| 30D | +6.7% | -15.6% | +22.2% | +1.9% |
| 3M | +16.9% | -12.7% | +29.6% | +12.8% |
| 6M | +11.2% | -3.7% | +14.9% | +12.9% |
| YTD | +49.5% | +9.4% | +40.1% | +57.2% |
| 1Y | +60.7% | +10.2% | +50.5% | +70.1% |
| All | +60.7% | +9.7% | +51.0% | +70.1% |
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