+338.5%
COP vs MTUM
+357.8%
-19.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.6% |
| 7D | +2.3% | +0.7% | +1.6% | +1.8% |
| 30D | +8.6% | -2.4% | +11.1% | +10.1% |
| 3M | +19.9% | -3.6% | +23.5% | +20.3% |
| 6M | +19.0% | +23.7% | -4.6% | -2.1% |
| YTD | +50.0% | +22.9% | +27.1% | +23.1% |
| 1Y | +50.5% | +21.8% | +28.8% | +23.9% |
| 3Y | +25.2% | +114.4% | -89.2% | -37.0% |
| 5Y | +194.3% | +79.6% | +114.7% | +70.2% |
| All | +338.5% | +357.8% | -19.3% | +25.8% |
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 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