+122.0%
CSCO vs MTUM
+78.7%
+43.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.3% |
| 30D | -9.5% | -2.4% | -7.0% | -8.2% |
| 3M | -7.6% | -3.6% | -4.0% | -6.1% |
| 6M | +44.9% | +23.7% | +21.2% | +26.1% |
| YTD | +47.7% | +22.9% | +24.8% | +29.1% |
| 1Y | +69.1% | +21.8% | +47.3% | +48.4% |
| 3Y | +113.5% | +114.4% | -0.9% | +29.6% |
| All | +122.0% | +78.7% | +43.3% | +44.8% |
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