+420.1%
CORZ vs MTUM
+86.3%
+333.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -3.3% |
| 7D | +8.4% | +1.7% | +6.6% | +5.1% |
| 30D | -17.8% | -1.7% | -16.2% | -15.1% |
| 3M | -35.9% | -6.3% | -29.6% | -28.7% |
| 6M | +12.9% | +21.8% | -8.9% | -24.4% |
| YTD | +22.9% | +22.0% | +0.8% | -16.7% |
| 1Y | +31.4% | +25.3% | +6.0% | -14.5% |
| All | +420.1% | +86.3% | +333.8% | +106.8% |
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 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