+35.4%
CVS vs MTUM
+26.3%
+9.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | +4.0% | +1.7% | +2.2% | +3.8% |
| 30D | -2.4% | -1.7% | -0.7% | -2.3% |
| 3M | +2.7% | -6.3% | +9.0% | +2.8% |
| 6M | +21.9% | +21.8% | 0.0% | +16.0% |
| YTD | +24.7% | +22.0% | +2.7% | +17.7% |
| 1Y | +35.4% | +25.3% | +10.1% | +26.9% |
| All | +35.4% | +26.3% | +9.2% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling