+599.2%
MTUM vs CDW
+851.1%
-251.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.4% | +3.0% |
| 7D | +4.1% | -3.9% | +8.0% | +5.4% |
| 30D | -0.2% | +6.9% | -7.1% | -2.9% |
| 3M | -1.9% | +7.7% | -9.6% | -5.8% |
| 6M | +28.1% | +18.3% | +9.8% | +15.8% |
| YTD | +23.6% | +7.8% | +15.8% | +15.1% |
| 1Y | +26.1% | -12.2% | +38.3% | +27.1% |
| 3Y | +116.8% | -28.9% | +145.8% | +132.6% |
| 5Y | +80.0% | -22.8% | +102.8% | +82.7% |
| 10Y | +346.4% | +266.1% | +80.4% | +153.3% |
| All | +599.2% | +851.1% | -251.9% | +234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling