+719.4%
COR vs MTUM
+609.5%
+109.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.9% | +4.1% | -8.0% | -5.5% |
| 30D | -0.3% | +0.6% | -1.0% | -0.8% |
| 3M | +15.9% | -0.6% | +16.5% | +14.4% |
| 6M | -10.3% | +25.3% | -35.6% | -21.5% |
| YTD | -3.7% | +23.8% | -27.5% | -15.3% |
| 1Y | +9.1% | +25.4% | -16.3% | -5.0% |
| 3Y | +86.6% | +117.3% | -30.7% | +16.1% |
| 5Y | +180.9% | +79.7% | +101.3% | +92.9% |
| 10Y | +407.4% | +359.6% | +47.8% | +76.9% |
| All | +719.4% | +609.5% | +109.9% | +113.4% |
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 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