+380.0%
CRWD vs MTUM
+114.7%
+265.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.3% |
| 7D | -3.0% | +0.7% | -3.7% | -3.8% |
| 30D | -6.8% | -2.4% | -4.3% | -4.5% |
| 3M | +19.6% | -3.6% | +23.2% | +21.2% |
| 6M | +87.1% | +23.7% | +63.4% | +37.0% |
| YTD | +76.4% | +22.9% | +53.5% | +29.6% |
| 1Y | +90.8% | +21.8% | +69.1% | +42.3% |
| 3Y | +380.0% | +114.4% | +265.5% | +65.1% |
| All | +380.0% | +114.7% | +265.3% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling