+79.1%
MTUM vs CLBK
+43.5%
+35.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | -2.4% | -1.0% | -1.4% | -2.3% |
| 3M | -3.6% | +22.9% | -26.6% | -7.0% |
| 6M | +23.7% | +44.2% | -20.5% | +16.1% |
| YTD | +22.9% | +64.0% | -41.1% | +12.7% |
| 1Y | +21.8% | +65.7% | -43.9% | +11.2% |
| 3Y | +114.4% | +54.1% | +60.4% | +95.4% |
| All | +79.1% | +43.5% | +35.7% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling