+138.9%
CVS vs MTUM
+604.3%
-465.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.2% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | -0.1% | -2.4% | +2.4% | +0.9% |
| 3M | -5.2% | -3.6% | -1.6% | -4.6% |
| 6M | +26.9% | +23.7% | +3.2% | +12.6% |
| YTD | +22.1% | +22.9% | -0.8% | +8.2% |
| 1Y | +30.8% | +21.8% | +9.0% | +16.3% |
| 3Y | +54.4% | +114.4% | -60.1% | -1.1% |
| 5Y | +33.4% | +79.6% | -46.2% | -7.0% |
| 10Y | +40.8% | +356.2% | -315.4% | -50.8% |
| All | +138.9% | +604.3% | -465.4% | -38.6% |
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