+496.7%
CSX vs MTUM
+349.9%
+146.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.6% | +4.1% | -4.7% | -3.1% |
| 30D | -3.2% | +0.6% | -3.9% | -3.7% |
| 3M | +2.6% | -0.6% | +3.2% | +1.4% |
| 6M | +19.8% | +25.3% | -5.5% | -0.1% |
| YTD | +34.7% | +23.8% | +10.8% | +12.9% |
| 1Y | +52.1% | +25.4% | +26.8% | +26.0% |
| 3Y | +68.4% | +117.3% | -48.8% | -10.5% |
| 5Y | +65.1% | +79.7% | -14.6% | +0.7% |
| 10Y | +496.7% | +359.6% | +137.1% | +69.6% |
| All | +496.7% | +349.9% | +146.8% | +69.6% |
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