+2,024.6%
CTAS vs MTUM
+608.1%
+1,416.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.8% |
| 7D | 0.0% | +4.1% | -4.1% | -2.7% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +15.8% | -1.9% | +17.7% | +13.9% |
| 6M | -1.0% | +28.1% | -29.1% | -21.6% |
| YTD | +7.4% | +23.6% | -16.1% | -13.2% |
| 1Y | -0.1% | +26.1% | -26.3% | -21.0% |
| 3Y | +66.3% | +116.8% | -50.5% | -18.5% |
| 5Y | +111.0% | +80.0% | +31.0% | +20.2% |
| 10Y | +662.9% | +346.4% | +316.5% | +98.0% |
| All | +2,024.6% | +608.1% | +1,416.5% | +308.7% |
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 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