+10.2%
MTUM vs CF
+35.9%
-25.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -2.7% |
| 7D | -10.1% | -6.9% | -3.2% | -11.0% |
| 30D | -15.6% | -3.7% | -11.8% | -16.0% |
| 3M | -12.7% | -5.0% | -7.8% | -13.1% |
| 6M | -3.7% | -10.5% | +6.7% | -4.9% |
| YTD | +9.4% | +46.5% | -37.1% | +9.1% |
| 1Y | +10.2% | +34.8% | -24.6% | +11.4% |
| All | +10.2% | +35.9% | -25.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling