+245.6%
CRH vs MTUM
+357.8%
-112.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | 0.0% |
| 7D | -6.1% | +0.7% | -6.8% | -6.6% |
| 30D | -9.3% | -2.4% | -6.8% | -7.6% |
| 3M | -15.2% | -3.6% | -11.5% | -14.5% |
| 6M | -14.2% | +23.7% | -37.9% | -30.1% |
| YTD | -28.3% | +22.9% | -51.2% | -41.3% |
| 1Y | -21.8% | +21.8% | -43.5% | -35.6% |
| 3Y | +71.6% | +114.4% | -42.8% | -11.1% |
| 5Y | +96.6% | +79.6% | +17.1% | +16.5% |
| All | +245.6% | +357.8% | -112.2% | -5.6% |
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