+595.4%
MTUM vs CHD
+261.9%
+333.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +1.2% | -4.7% | +6.0% | +2.5% |
| 30D | -1.7% | -8.3% | +6.6% | +0.4% |
| 3M | -0.5% | -4.0% | +3.6% | +0.1% |
| 6M | +22.3% | -6.5% | +28.9% | +23.6% |
| YTD | +21.4% | +13.1% | +8.3% | +15.8% |
| 1Y | +20.0% | +2.3% | +17.7% | +17.6% |
| 3Y | +113.0% | +1.8% | +111.2% | +104.8% |
| 5Y | +77.3% | +20.6% | +56.7% | +56.6% |
| 10Y | +350.5% | +125.6% | +224.9% | +200.3% |
| All | +595.4% | +261.9% | +333.5% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling