+272.1%
COP vs MTUM
+609.5%
-337.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.5% | +4.1% | -4.6% | -3.1% |
| 30D | +11.7% | +0.6% | +11.1% | +11.0% |
| 3M | +17.7% | -0.6% | +18.3% | +15.3% |
| 6M | +18.3% | +25.3% | -7.0% | -4.1% |
| YTD | +49.1% | +23.8% | +25.3% | +21.1% |
| 1Y | +53.3% | +25.4% | +27.9% | +22.9% |
| 3Y | +22.2% | +117.3% | -95.1% | -39.7% |
| 5Y | +193.3% | +79.7% | +113.6% | +68.5% |
| 10Y | +340.2% | +359.6% | -19.4% | +9.0% |
| All | +272.1% | +609.5% | -337.4% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling