+21.8%
MTUM vs CAPR
+37.0%
-15.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.3% |
| 7D | +0.7% | -11.0% | +11.7% | +0.7% |
| 30D | -2.4% | +99.8% | -102.2% | -2.7% |
| 3M | -3.6% | -66.6% | +62.9% | -3.5% |
| 6M | +23.7% | -75.1% | +98.7% | +23.9% |
| YTD | +22.9% | -71.0% | +93.9% | +23.1% |
| 1Y | +21.8% | +30.0% | -8.2% | +22.4% |
| All | +21.8% | +37.0% | -15.2% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling