+439.7%
MTUM vs CFG
+390.8%
+48.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +4.1% | +2.7% | +1.4% | +3.4% |
| 30D | -0.2% | -3.7% | +3.5% | +0.8% |
| 3M | -1.9% | +9.5% | -11.4% | -4.5% |
| 6M | +28.1% | +22.2% | +5.8% | +21.1% |
| YTD | +23.6% | +22.3% | +1.2% | +16.6% |
| 1Y | +26.1% | +39.4% | -13.3% | +14.7% |
| 3Y | +116.8% | +188.5% | -71.6% | +60.4% |
| 5Y | +80.0% | +101.5% | -21.5% | +43.2% |
| 10Y | +346.4% | +308.6% | +37.8% | +169.9% |
| All | +439.7% | +390.8% | +48.9% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling