+395.2%
COR vs MTUM
+357.8%
+37.3%
-32.4%
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% | -0.3% |
| 7D | -2.8% | +0.7% | -3.5% | -3.1% |
| 30D | +2.6% | -2.4% | +5.0% | +3.4% |
| 3M | +14.5% | -3.6% | +18.1% | +14.6% |
| 6M | -7.8% | +23.7% | -31.5% | -18.2% |
| YTD | -4.2% | +22.9% | -27.1% | -14.8% |
| 1Y | +7.0% | +21.8% | -14.8% | -4.7% |
| 3Y | +85.5% | +114.4% | -28.9% | +18.9% |
| 5Y | +181.2% | +79.6% | +101.6% | +97.0% |
| All | +395.2% | +357.8% | +37.3% | +107.4% |
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