+224.0%
CVX vs MTUM
+604.3%
-380.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.1% |
| 7D | +2.6% | +0.7% | +1.9% | +2.2% |
| 30D | +9.8% | -2.4% | +12.3% | +11.2% |
| 3M | +16.2% | -3.6% | +19.8% | +16.7% |
| 6M | +13.6% | +23.7% | -10.0% | -4.1% |
| YTD | +44.4% | +22.9% | +21.5% | +21.6% |
| 1Y | +40.6% | +21.8% | +18.8% | +18.8% |
| 3Y | +48.2% | +114.4% | -66.3% | -19.1% |
| 5Y | +172.3% | +79.6% | +92.7% | +67.0% |
| 10Y | +222.3% | +356.2% | -134.0% | -10.0% |
| All | +224.0% | +604.3% | -380.3% | -30.9% |
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 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