+414.9%
CSX vs MTUM
+307.2%
+107.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.5% |
| 7D | +6.0% | +6.6% | -0.7% | +1.8% |
| 30D | +7.8% | -10.8% | +18.6% | +14.8% |
| 3M | +4.1% | -13.8% | +17.9% | +12.8% |
| 6M | +17.9% | -10.7% | +28.6% | +22.3% |
| YTD | +44.9% | +9.1% | +35.8% | +29.9% |
| 1Y | +51.1% | +11.4% | +39.8% | +33.3% |
| 3Y | +78.3% | +88.8% | -10.5% | +2.4% |
| 5Y | +58.1% | +51.7% | +6.4% | +6.9% |
| All | +414.9% | +307.2% | +107.7% | +61.6% |
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