+52.1%
CSX vs MTUM
+26.2%
+25.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.6% | +4.1% | -4.7% | -1.4% |
| 30D | -3.2% | +0.6% | -3.9% | -3.4% |
| 3M | +2.6% | -0.6% | +3.2% | +1.9% |
| 6M | +19.8% | +25.3% | -5.5% | +8.8% |
| YTD | +34.7% | +23.8% | +10.8% | +22.4% |
| 1Y | +52.1% | +25.4% | +26.8% | +39.4% |
| All | +52.1% | +26.2% | +25.9% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling