+343.8%
MTUM vs CF
+606.5%
-262.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | +1.2% | -2.0% | +3.2% | +1.5% |
| 30D | -1.7% | +15.3% | -17.0% | -4.0% |
| 3M | -0.5% | +24.3% | -24.8% | -4.3% |
| 6M | +22.3% | +23.9% | -1.6% | +16.0% |
| YTD | +21.4% | +77.3% | -55.9% | +7.0% |
| 1Y | +20.0% | +58.7% | -38.7% | +7.9% |
| 3Y | +113.0% | +72.8% | +40.1% | +84.8% |
| 5Y | +77.3% | +228.8% | -151.5% | +28.4% |
| All | +343.8% | +606.5% | -262.7% | +180.7% |
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