+114.4%
MTUM vs CHD
+0.7%
+113.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.7% | -4.5% | +5.2% | +0.1% |
| 30D | -2.4% | -6.7% | +4.3% | -3.3% |
| 3M | -3.6% | -2.7% | -0.9% | -3.8% |
| 6M | +23.7% | -4.9% | +28.6% | +23.3% |
| YTD | +22.9% | +13.3% | +9.6% | +23.5% |
| 1Y | +21.8% | +1.0% | +20.8% | +22.1% |
| 3Y | +114.4% | +1.3% | +113.1% | +111.3% |
| All | +114.4% | +0.7% | +113.8% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling