+349.5%
MTUM vs CLX
-3.7%
+353.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +0.7% | -5.7% | +6.4% | +1.5% |
| 30D | -2.4% | -17.0% | +14.6% | +0.1% |
| 3M | -3.6% | -9.7% | +6.0% | -2.6% |
| 6M | +23.7% | -19.8% | +43.5% | +27.2% |
| YTD | +22.9% | -9.8% | +32.8% | +23.7% |
| 1Y | +21.8% | -26.2% | +47.9% | +26.8% |
| 3Y | +114.4% | -36.2% | +150.6% | +127.5% |
| 5Y | +79.6% | -38.3% | +117.9% | +88.6% |
| All | +349.5% | -3.7% | +353.1% | +316.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling