+116.0%
MTUM vs CDW
-30.2%
+146.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +4.1% | -4.2% | +8.4% | +4.9% |
| 30D | +0.6% | +4.9% | -4.2% | -0.5% |
| 3M | -0.6% | +7.3% | -7.9% | -2.6% |
| 6M | +25.3% | +19.2% | +6.2% | +17.4% |
| YTD | +23.8% | +6.2% | +17.6% | +20.0% |
| 1Y | +25.4% | -14.0% | +39.4% | +30.9% |
| All | +116.0% | -30.2% | +146.3% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling