+179.3%
COR vs MTUM
+78.7%
+100.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | +2.6% | -2.4% | +5.0% | +2.8% |
| 3M | +14.5% | -3.6% | +18.1% | +14.5% |
| 6M | -7.8% | +23.7% | -31.5% | -13.1% |
| YTD | -4.2% | +22.9% | -27.1% | -9.6% |
| 1Y | +7.0% | +21.8% | -14.8% | +1.1% |
| 3Y | +85.5% | +114.4% | -28.9% | +43.0% |
| All | +179.3% | +78.7% | +100.7% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling