+715.3%
CSX vs MTUM
+536.8%
+178.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | -0.8% |
| 7D | -0.3% | +1.5% | -1.8% | -1.6% |
| 30D | +8.7% | -12.1% | +20.8% | +17.2% |
| 3M | +4.2% | -10.0% | +14.2% | +10.2% |
| 6M | +16.7% | -9.4% | +26.1% | +20.2% |
| YTD | +44.5% | +11.1% | +33.4% | +27.5% |
| 1Y | +50.3% | +10.8% | +39.5% | +32.7% |
| 3Y | +76.3% | +92.9% | -16.6% | -2.0% |
| 5Y | +58.1% | +55.2% | +2.9% | +3.6% |
| 10Y | +416.4% | +315.6% | +100.8% | +34.1% |
| All | +715.3% | +536.8% | +178.5% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling