+54.1%
CSX vs MTUM
+49.3%
+4.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.7% | -4.1% | +4.8% | +2.2% |
| 30D | +8.1% | -16.6% | +24.7% | +15.9% |
| 3M | +2.2% | -13.0% | +15.2% | +7.4% |
| 6M | +14.6% | -11.3% | +25.9% | +17.5% |
| YTD | +42.2% | +7.1% | +35.1% | +31.8% |
| 1Y | +47.3% | +6.4% | +40.9% | +36.9% |
| 3Y | +73.5% | +85.9% | -12.4% | +13.7% |
| 5Y | +54.1% | +50.0% | +4.1% | +10.6% |
| All | +54.1% | +49.3% | +4.8% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling