+692.2%
CSCO vs MTUM
+609.5%
+82.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | 0.0% | +4.1% | -4.2% | -2.9% |
| 30D | -10.7% | +0.6% | -11.4% | -11.2% |
| 3M | -8.7% | -0.6% | -8.1% | -9.2% |
| 6M | +44.9% | +25.3% | +19.6% | +20.8% |
| YTD | +44.1% | +23.8% | +20.3% | +21.3% |
| 1Y | +65.9% | +25.4% | +40.5% | +37.9% |
| 3Y | +109.0% | +117.3% | -8.3% | +11.4% |
| 5Y | +114.8% | +79.7% | +35.1% | +31.3% |
| 10Y | +377.3% | +359.6% | +17.8% | +26.9% |
| All | +692.2% | +609.5% | +82.7% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling