+599.3%
MTUM vs CAPR
-79.1%
+678.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | -1.7% | +139.2% | -140.8% | -3.0% |
| 3M | -6.3% | -66.4% | +60.0% | -5.8% |
| 6M | +21.8% | -63.1% | +85.0% | +22.3% |
| YTD | +22.0% | -67.4% | +89.5% | +22.6% |
| 1Y | +25.3% | +58.2% | -32.9% | +19.7% |
| 3Y | +112.1% | +42.2% | +69.9% | +98.5% |
| 5Y | +76.2% | +87.3% | -11.0% | +62.5% |
| 10Y | +340.1% | -75.3% | +415.4% | +289.6% |
| All | +599.3% | -79.1% | +678.4% | +517.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling