+609.5%
MTUM vs CG
+181.7%
+427.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.4% |
| 7D | +4.1% | -6.4% | +10.6% | +6.2% |
| 30D | +0.6% | -7.1% | +7.7% | +2.7% |
| 3M | -0.6% | -1.6% | +0.9% | -0.7% |
| 6M | +25.3% | -8.3% | +33.7% | +27.6% |
| YTD | +23.8% | -23.8% | +47.6% | +32.8% |
| 1Y | +25.4% | -28.7% | +54.1% | +36.7% |
| 3Y | +117.3% | +49.2% | +68.1% | +82.9% |
| 5Y | +79.7% | +5.5% | +74.2% | +62.6% |
| 10Y | +359.6% | +331.2% | +28.4% | +178.5% |
| All | +609.5% | +181.7% | +427.7% | +353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling