+111.7%
MTUM vs COO
-38.4%
+150.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.7% | +12.7% | -0.1% |
| 7D | +1.2% | -23.3% | +24.6% | +4.6% |
| 30D | -1.7% | -29.5% | +27.8% | +2.6% |
| 3M | -0.5% | -20.0% | +19.5% | +1.8% |
| 6M | +22.3% | -27.2% | +49.5% | +27.6% |
| YTD | +21.4% | -33.9% | +55.3% | +28.8% |
| 1Y | +20.0% | -19.9% | +40.0% | +22.6% |
| All | +111.7% | -38.4% | +150.1% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling