+608.1%
MTUM vs CP
+330.9%
+277.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +4.1% | +2.4% | +1.7% | +3.2% |
| 30D | -0.2% | -0.5% | +0.3% | -0.1% |
| 3M | -1.9% | +1.4% | -3.3% | -2.8% |
| 6M | +28.1% | +10.3% | +17.8% | +22.7% |
| YTD | +23.6% | +24.3% | -0.7% | +12.8% |
| 1Y | +26.1% | +20.4% | +5.7% | +16.3% |
| 3Y | +116.8% | +21.8% | +95.1% | +96.3% |
| 5Y | +80.0% | +31.5% | +48.5% | +56.0% |
| 10Y | +346.4% | +223.2% | +123.2% | +182.1% |
| All | +608.1% | +330.9% | +277.2% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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