+349.5%
MTUM vs CDW
+300.6%
+48.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | -1.5% |
| 7D | +0.7% | +0.9% | -0.2% | +0.2% |
| 30D | -2.4% | +13.1% | -15.5% | -7.1% |
| 3M | -3.6% | +19.7% | -23.3% | -11.2% |
| 6M | +23.7% | +30.7% | -7.1% | +7.2% |
| YTD | +22.9% | +14.7% | +8.2% | +11.7% |
| 1Y | +21.8% | -5.3% | +27.1% | +19.5% |
| 3Y | +114.4% | -23.8% | +138.3% | +125.1% |
| 5Y | +79.6% | -16.8% | +96.4% | +76.9% |
| All | +349.5% | +300.6% | +48.9% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling