+238.9%
CRM vs MTUM
+357.8%
-118.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +0.8% |
| 7D | -4.4% | +0.7% | -5.2% | -5.1% |
| 30D | +28.1% | -2.4% | +30.6% | +30.2% |
| 3M | +48.8% | -3.6% | +52.5% | +47.2% |
| 6M | +28.3% | +23.7% | +4.6% | -4.1% |
| YTD | -6.0% | +22.9% | -28.9% | -29.8% |
| 1Y | +1.4% | +21.8% | -20.3% | -23.8% |
| 3Y | +11.8% | +114.4% | -102.6% | -55.5% |
| 5Y | -2.0% | +79.6% | -81.6% | -51.9% |
| All | +238.9% | +357.8% | -118.9% | -44.6% |
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