+13.9%
COR vs MTUM
+26.3%
-12.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -1.5% |
| 7D | +2.8% | +1.7% | +1.1% | +3.1% |
| 30D | +4.5% | -1.7% | +6.2% | +4.3% |
| 3M | +22.7% | -6.3% | +29.0% | +21.9% |
| 6M | -9.7% | +21.8% | -31.6% | -14.2% |
| YTD | -1.4% | +22.0% | -23.5% | -5.4% |
| 1Y | +13.9% | +25.3% | -11.4% | +9.8% |
| All | +13.9% | +26.3% | -12.4% | +9.8% |
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 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