+10.2%
MTUM vs CNH
+15.2%
-5.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -10.1% | +6.5% | -16.6% | -11.0% |
| 30D | -15.6% | -12.0% | -3.6% | -13.8% |
| 3M | -12.7% | +4.4% | -17.1% | -14.1% |
| 6M | -3.7% | +15.7% | -19.4% | -7.5% |
| YTD | +9.4% | +28.2% | -18.8% | +4.2% |
| 1Y | +10.2% | +14.8% | -4.6% | +5.8% |
| All | +10.2% | +15.2% | -5.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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