+319.7%
MTUM vs CF
+478.3%
-158.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | +10.8% | +5.4% | +5.4% | +9.9% |
| 30D | -11.4% | +6.5% | -17.9% | -12.4% |
| 3M | -11.7% | +4.6% | -16.3% | -12.7% |
| 6M | -8.2% | -3.3% | -4.9% | -8.4% |
| YTD | +11.3% | +63.9% | -52.6% | -1.2% |
| 1Y | +11.0% | +50.4% | -39.4% | +0.1% |
| 3Y | +93.2% | +68.2% | +25.0% | +67.2% |
| 5Y | +54.8% | +113.8% | -59.1% | +21.9% |
| All | +319.7% | +478.3% | -158.6% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling