+10.2%
MTUM vs CLX
-6.5%
+16.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -1.3% |
| 7D | -10.1% | +14.2% | -24.3% | -8.7% |
| 30D | -15.6% | +22.7% | -38.2% | -13.6% |
| 3M | -12.7% | -2.8% | -10.0% | -12.6% |
| 6M | -3.7% | +17.7% | -21.4% | -3.0% |
| YTD | +9.4% | +3.3% | +6.1% | +13.8% |
| 1Y | +10.2% | -5.6% | +15.9% | +15.5% |
| All | +10.2% | -6.5% | +16.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling