+608.1%
MTUM vs CAPR
-79.9%
+688.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.3% |
| 7D | +4.1% | -9.5% | +13.6% | +4.2% |
| 30D | -0.2% | +121.5% | -121.7% | -1.5% |
| 3M | -1.9% | -65.4% | +63.4% | -1.4% |
| 6M | +28.1% | -67.5% | +95.6% | +28.8% |
| YTD | +23.6% | -68.6% | +92.2% | +24.2% |
| 1Y | +26.1% | +42.7% | -16.5% | +20.7% |
| 3Y | +116.8% | +43.4% | +73.5% | +102.8% |
| 5Y | +80.0% | +86.0% | -6.0% | +66.0% |
| 10Y | +346.4% | -77.4% | +423.8% | +295.5% |
| All | +608.1% | -79.9% | +688.0% | +525.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling