-41.3%
CORZ vs MTUM
+9.7%
-51.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.0% | -8.4% | -6.9% |
| 7D | -14.9% | -10.1% | -4.8% | +3.1% |
| 30D | -23.1% | -15.6% | -7.6% | +4.5% |
| 3M | -44.1% | -12.7% | -31.3% | -27.6% |
| 6M | -39.5% | -3.7% | -35.8% | -38.6% |
| YTD | -12.4% | +9.4% | -21.8% | -32.1% |
| 1Y | -41.3% | +10.2% | -51.5% | -55.4% |
| All | -41.3% | +9.7% | -51.0% | -55.4% |
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 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