+48.2%
CVX vs MTUM
+114.7%
-66.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +2.6% | +0.7% | +1.9% | +2.6% |
| 30D | +9.8% | -2.4% | +12.3% | +10.0% |
| 3M | +16.2% | -3.6% | +19.8% | +16.2% |
| 6M | +13.6% | +23.7% | -10.0% | +8.2% |
| YTD | +44.4% | +22.9% | +21.5% | +37.3% |
| 1Y | +40.6% | +21.8% | +18.8% | +33.9% |
| 3Y | +48.2% | +114.4% | -66.3% | +22.8% |
| All | +48.2% | +114.7% | -66.5% | +22.8% |
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