+349.5%
MTUM vs COO
+17.0%
+332.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.7% | -22.5% | +23.2% | +9.1% |
| 30D | -2.4% | -29.7% | +27.3% | +9.2% |
| 3M | -3.6% | -20.1% | +16.5% | +2.6% |
| 6M | +23.7% | -26.9% | +50.6% | +35.4% |
| YTD | +22.9% | -34.2% | +57.1% | +39.7% |
| 1Y | +21.8% | -21.3% | +43.0% | +28.6% |
| 3Y | +114.4% | -38.7% | +153.1% | +139.7% |
| 5Y | +79.6% | -52.2% | +131.8% | +120.9% |
| All | +349.5% | +17.0% | +332.5% | +277.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling