+604.3%
MTUM vs CBOE
+826.8%
-222.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.7% |
| 7D | +0.7% | -5.8% | +6.5% | +2.0% |
| 30D | -2.4% | -3.1% | +0.7% | -1.9% |
| 3M | -3.6% | -4.8% | +1.1% | -3.3% |
| 6M | +23.7% | -0.6% | +24.2% | +21.8% |
| YTD | +22.9% | +12.8% | +10.1% | +16.9% |
| 1Y | +21.8% | +19.8% | +2.0% | +13.8% |
| 3Y | +114.4% | +86.9% | +27.5% | +71.9% |
| 5Y | +79.6% | +136.5% | -57.0% | +32.1% |
| 10Y | +356.2% | +368.4% | -12.2% | +166.0% |
| All | +604.3% | +826.8% | -222.5% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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