-16.6%
CRH vs MTUM
+1.2%
-17.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.2% | +4.8% | -0.9% |
| 7D | +5.3% | -16.1% | +21.4% | +11.1% |
| 30D | +14.2% | -22.8% | +37.0% | +24.3% |
| 3M | -4.2% | -19.1% | +14.9% | +2.2% |
| 6M | -14.5% | -13.7% | -0.8% | -16.3% |
| YTD | -22.7% | +0.4% | -23.1% | -33.9% |
| 1Y | -16.6% | +0.8% | -17.3% | -29.0% |
| All | -16.6% | +1.2% | -17.8% | -29.0% |
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 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