+609.5%
MTUM vs CLX
+50.6%
+558.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.1% | -4.9% | +9.1% | +5.0% |
| 30D | +0.6% | -15.8% | +16.5% | +3.6% |
| 3M | -0.6% | -7.9% | +7.3% | +0.4% |
| 6M | +25.3% | -19.0% | +44.4% | +29.5% |
| YTD | +23.8% | -7.9% | +31.7% | +24.3% |
| 1Y | +25.4% | -25.4% | +50.7% | +31.3% |
| 3Y | +117.3% | -35.0% | +152.3% | +132.1% |
| 5Y | +79.7% | -36.8% | +116.4% | +89.5% |
| 10Y | +359.6% | -1.4% | +361.0% | +301.4% |
| All | +609.5% | +50.6% | +558.9% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling