+379.9%
CSCO vs MTUM
+357.8%
+22.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.4% |
| 7D | +2.7% | +0.7% | +2.0% | +2.2% |
| 30D | -9.5% | -2.4% | -7.0% | -7.9% |
| 3M | -7.6% | -3.6% | -4.0% | -5.9% |
| 6M | +44.9% | +23.7% | +21.2% | +22.3% |
| YTD | +47.7% | +22.9% | +24.8% | +25.2% |
| 1Y | +69.1% | +21.8% | +47.3% | +44.1% |
| 3Y | +113.5% | +114.4% | -0.9% | +15.7% |
| 5Y | +122.8% | +79.6% | +43.2% | +37.1% |
| All | +379.9% | +357.8% | +22.1% | +29.9% |
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