+608.1%
MTUM vs COO
+151.7%
+456.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.2% |
| 7D | +4.1% | -2.3% | +6.4% | +4.9% |
| 30D | -0.2% | -8.8% | +8.6% | +2.8% |
| 3M | -1.9% | +1.3% | -3.3% | -3.1% |
| 6M | +28.1% | -11.6% | +39.7% | +32.2% |
| YTD | +23.6% | -17.4% | +41.0% | +30.6% |
| 1Y | +26.1% | -1.6% | +27.7% | +24.4% |
| 3Y | +116.8% | -22.6% | +139.5% | +125.3% |
| 5Y | +80.0% | -40.3% | +120.4% | +104.5% |
| 10Y | +346.4% | +45.2% | +301.2% | +256.9% |
| All | +608.1% | +151.7% | +456.5% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded COO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling