+24.9%
COP vs MTUM
+112.0%
-87.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +1.0% | +1.2% | -0.3% | +0.8% |
| 30D | +9.6% | -1.7% | +11.2% | +9.8% |
| 3M | +15.0% | -0.5% | +15.5% | +14.1% |
| 6M | +21.8% | +22.3% | -0.6% | +12.9% |
| YTD | +49.6% | +21.4% | +28.3% | +38.6% |
| 1Y | +49.9% | +20.0% | +29.8% | +39.4% |
| All | +24.9% | +112.0% | -87.1% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling