+218.9%
CTVA vs MTUM
+188.3%
+30.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.8% |
| 7D | -4.7% | +1.2% | -5.9% | -5.4% |
| 30D | +11.1% | -1.7% | +12.8% | +11.8% |
| 3M | +13.7% | -0.5% | +14.2% | +12.0% |
| 6M | +11.2% | +22.3% | -11.1% | -4.5% |
| YTD | +26.9% | +21.4% | +5.5% | +9.1% |
| 1Y | +18.8% | +20.0% | -1.2% | +2.6% |
| 3Y | +75.9% | +113.0% | -37.0% | 0.0% |
| 5Y | +105.2% | +77.3% | +27.9% | +31.2% |
| All | +218.9% | +188.3% | +30.7% | +20.6% |
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 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