+404.9%
CORZ vs MTUM
+85.2%
+319.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -0.4% |
| 7D | -3.0% | +1.2% | -4.2% | -5.1% |
| 30D | -12.1% | -1.7% | -10.4% | -9.1% |
| 3M | -32.4% | -0.5% | -31.9% | -33.0% |
| 6M | +12.4% | +22.3% | -10.0% | -25.4% |
| YTD | +19.3% | +21.4% | -2.1% | -18.3% |
| 1Y | +8.6% | +20.0% | -11.4% | -23.4% |
| All | +404.9% | +85.2% | +319.7% | +103.0% |
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