+599.3%
MTUM vs COO
+158.7%
+440.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.3% |
| 7D | +1.7% | -2.2% | +3.9% | +2.5% |
| 30D | -1.7% | -7.0% | +5.4% | +0.6% |
| 3M | -6.3% | +12.2% | -18.5% | -10.9% |
| 6M | +21.8% | -15.1% | +37.0% | +27.7% |
| YTD | +22.0% | -15.1% | +37.1% | +27.8% |
| 1Y | +25.3% | +2.3% | +23.0% | +22.0% |
| 3Y | +112.1% | -23.7% | +135.8% | +122.1% |
| 5Y | +76.2% | -38.9% | +115.2% | +98.7% |
| 10Y | +340.1% | +49.9% | +290.2% | +248.3% |
| All | +599.3% | +158.7% | +440.6% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling