+80.9%
MTUM vs CAPR
+72.8%
+8.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | +4.1% | -12.6% | +16.8% | +4.3% |
| 30D | +0.6% | +124.4% | -123.8% | -0.3% |
| 3M | -0.6% | -66.8% | +66.1% | -0.2% |
| 6M | +25.3% | -71.8% | +97.1% | +26.1% |
| YTD | +23.8% | -70.1% | +93.9% | +24.4% |
| 1Y | +25.4% | +33.3% | -8.0% | +21.7% |
| 3Y | +117.3% | +36.7% | +80.6% | +98.8% |
| All | +80.9% | +72.8% | +8.1% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling