+609.5%
MTUM vs CAG
-10.7%
+620.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +4.1% | -6.6% | +10.7% | +5.1% |
| 30D | +0.6% | +2.3% | -1.7% | +0.2% |
| 3M | -0.6% | +16.3% | -16.9% | -3.3% |
| 6M | +25.3% | -16.0% | +41.4% | +28.5% |
| YTD | +23.8% | -7.7% | +31.5% | +24.4% |
| 1Y | +25.4% | -16.0% | +41.4% | +27.9% |
| 3Y | +117.3% | -37.7% | +155.0% | +131.1% |
| 5Y | +79.7% | -41.2% | +120.9% | +92.4% |
| 10Y | +359.6% | -33.8% | +393.4% | +357.6% |
| All | +609.5% | -10.7% | +620.2% | +550.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling