+599.3%
MTUM vs CF
+444.8%
+154.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.1% | +2.3% |
| 7D | +1.7% | +6.0% | -4.3% | +0.8% |
| 30D | -1.7% | +14.8% | -16.5% | -3.8% |
| 3M | -6.3% | +14.1% | -20.4% | -8.5% |
| 6M | +21.8% | +28.5% | -6.7% | +15.2% |
| YTD | +22.0% | +74.9% | -52.9% | +9.3% |
| 1Y | +25.3% | +61.7% | -36.3% | +13.5% |
| 3Y | +112.1% | +80.3% | +31.8% | +85.5% |
| 5Y | +76.2% | +226.0% | -149.7% | +34.2% |
| 10Y | +340.1% | +569.9% | -229.7% | +190.4% |
| All | +599.3% | +444.8% | +154.5% | +380.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling