+216.7%
CTVA vs MTUM
+192.0%
+24.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.4% |
| 7D | -4.5% | +0.7% | -5.2% | -4.9% |
| 30D | +11.3% | -2.4% | +13.8% | +12.5% |
| 3M | +12.3% | -3.6% | +16.0% | +12.9% |
| 6M | +7.2% | +23.7% | -16.5% | -8.5% |
| YTD | +26.0% | +22.9% | +3.1% | +7.6% |
| 1Y | +16.0% | +21.8% | -5.7% | -0.6% |
| 3Y | +73.9% | +114.4% | -40.5% | -1.5% |
| 5Y | +103.8% | +79.6% | +24.2% | +29.3% |
| All | +216.7% | +192.0% | +24.7% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling