+349.5%
MTUM vs CAG
-36.2%
+385.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.7% | -5.7% | +6.4% | +1.3% |
| 30D | -2.4% | -2.4% | 0.0% | -2.3% |
| 3M | -3.6% | +9.8% | -13.4% | -5.0% |
| 6M | +23.7% | -10.8% | +34.5% | +25.2% |
| YTD | +22.9% | -10.8% | +33.7% | +24.0% |
| 1Y | +21.8% | -19.0% | +40.7% | +24.4% |
| 3Y | +114.4% | -39.7% | +154.1% | +126.7% |
| 5Y | +79.6% | -43.0% | +122.5% | +91.0% |
| All | +349.5% | -36.2% | +385.6% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling