+349.5%
MTUM vs CG
+314.7%
+34.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +0.7% | -9.9% | +10.6% | +4.2% |
| 30D | -2.4% | -11.7% | +9.2% | +1.4% |
| 3M | -3.6% | -4.3% | +0.6% | -2.8% |
| 6M | +23.7% | -8.8% | +32.4% | +26.2% |
| YTD | +22.9% | -26.9% | +49.8% | +34.4% |
| 1Y | +21.8% | -35.4% | +57.2% | +38.3% |
| 3Y | +114.4% | +43.0% | +71.4% | +79.1% |
| 5Y | +79.6% | +1.9% | +77.7% | +62.6% |
| All | +349.5% | +314.7% | +34.8% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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