+94.1%
CRH vs MTUM
+78.7%
+15.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.7% |
| 3M | -15.2% | -3.6% | -11.5% | -14.5% |
| 6M | -14.2% | +23.7% | -37.9% | -31.3% |
| YTD | -28.3% | +22.9% | -51.2% | -42.3% |
| 1Y | -21.8% | +21.8% | -43.5% | -36.7% |
| 3Y | +71.6% | +114.4% | -42.8% | -16.4% |
| All | +94.1% | +78.7% | +15.5% | +5.7% |
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