+517.1%
MTUM vs CDW
+1,030.0%
-512.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +6.6% | +9.3% | -2.7% | +3.5% |
| 30D | -10.8% | +14.4% | -25.2% | -15.1% |
| 3M | -13.8% | +21.4% | -35.2% | -20.3% |
| 6M | -10.7% | +72.8% | -83.5% | -28.6% |
| YTD | +9.1% | +28.0% | -19.0% | -4.9% |
| 1Y | +11.4% | +19.3% | -8.0% | -0.1% |
| 3Y | +88.8% | -15.3% | +104.1% | +89.4% |
| 5Y | +51.7% | -3.8% | +55.5% | +41.5% |
| 10Y | +307.9% | +318.5% | -10.6% | +119.3% |
| All | +517.1% | +1,030.0% | -512.8% | +176.4% |
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