+74.7%
CSX vs MTUM
+115.2%
-40.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.3% |
| 7D | -3.4% | +1.7% | -5.1% | -3.9% |
| 30D | -3.1% | -1.7% | -1.4% | -2.6% |
| 3M | +7.2% | -6.3% | +13.5% | +8.7% |
| 6M | +16.2% | +21.8% | -5.7% | +5.6% |
| YTD | +37.5% | +22.0% | +15.5% | +24.7% |
| 1Y | +53.2% | +25.3% | +27.9% | +37.1% |
| All | +74.7% | +115.2% | -40.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling