+1,009.4%
COST vs MTUM
+604.3%
+405.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | -1.2% | +0.7% | -1.9% | -1.6% |
| 30D | -4.7% | -2.4% | -2.3% | -3.7% |
| 3M | -7.1% | -3.6% | -3.5% | -6.9% |
| 6M | -8.5% | +23.7% | -32.2% | -21.3% |
| YTD | +5.4% | +22.9% | -17.5% | -9.3% |
| 1Y | -5.6% | +21.8% | -27.4% | -18.7% |
| 3Y | +68.5% | +114.4% | -46.0% | +1.4% |
| 5Y | +105.2% | +79.6% | +25.7% | +36.4% |
| 10Y | +610.7% | +356.2% | +254.5% | +161.7% |
| All | +1,009.4% | +604.3% | +405.1% | +213.1% |
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