+55.4%
CVS vs MTUM
+112.0%
-56.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | +1.9% | -1.7% | +3.6% | +2.1% |
| 3M | -2.2% | -0.5% | -1.7% | -2.5% |
| 6M | +26.7% | +22.3% | +4.4% | +21.7% |
| YTD | +22.9% | +21.4% | +1.5% | +17.9% |
| 1Y | +32.9% | +20.0% | +12.9% | +27.8% |
| All | +55.4% | +112.0% | -56.6% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling