+425.9%
CORZ vs MTUM
+89.0%
+336.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.8% |
| 7D | +7.6% | +4.1% | +3.5% | +0.1% |
| 30D | -6.9% | +0.6% | -7.6% | -7.8% |
| 3M | -33.0% | -0.6% | -32.4% | -33.2% |
| 6M | +19.3% | +25.3% | -6.0% | -24.2% |
| YTD | +24.2% | +23.8% | +0.4% | -17.9% |
| 1Y | +24.5% | +25.4% | -0.9% | -18.8% |
| All | +425.9% | +89.0% | +336.9% | +103.8% |
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