+349.5%
MTUM vs CFG
+316.8%
+32.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -2.4% | -4.6% | +2.2% | -1.2% |
| 3M | -3.6% | +6.7% | -10.3% | -5.5% |
| 6M | +23.7% | +22.1% | +1.5% | +16.9% |
| YTD | +22.9% | +23.2% | -0.3% | +15.8% |
| 1Y | +21.8% | +40.3% | -18.5% | +10.6% |
| 3Y | +114.4% | +187.9% | -73.4% | +58.8% |
| 5Y | +79.6% | +102.0% | -22.4% | +42.9% |
| All | +349.5% | +316.8% | +32.6% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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