+48.7%
MTUM vs CF
+112.3%
-63.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -16.4% | +6.9% | -23.4% | -16.8% |
| 3M | -13.4% | +4.8% | -18.2% | -13.8% |
| 6M | -11.1% | +4.7% | -15.8% | -11.8% |
| YTD | +7.3% | +56.5% | -49.2% | -0.4% |
| 1Y | +8.5% | +48.4% | -39.9% | +1.4% |
| 3Y | +89.5% | +59.1% | +30.4% | +72.6% |
| 5Y | +48.7% | +109.5% | -60.8% | +22.6% |
| All | +48.7% | +112.3% | -63.5% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling