+88.8%
MTUM vs CDW
-15.0%
+103.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +6.6% | +9.3% | -2.7% | +5.0% |
| 30D | -10.8% | +14.4% | -25.2% | -12.8% |
| 3M | -13.8% | +21.4% | -35.2% | -16.9% |
| 6M | -10.7% | +72.8% | -83.5% | -20.8% |
| YTD | +9.1% | +28.0% | -19.0% | +2.4% |
| 1Y | +11.4% | +19.3% | -8.0% | +7.2% |
| 3Y | +88.8% | -15.3% | +104.1% | +89.0% |
| All | +88.8% | -15.0% | +103.8% | +89.0% |
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