+349.5%
MTUM vs CP
+232.0%
+117.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | +0.7% | -2.6% | +3.3% | +1.9% |
| 30D | -2.4% | -3.7% | +1.3% | -0.9% |
| 3M | -3.6% | +0.1% | -3.8% | -4.1% |
| 6M | +23.7% | +7.8% | +15.8% | +18.8% |
| YTD | +22.9% | +21.7% | +1.2% | +11.4% |
| 1Y | +21.8% | +18.6% | +3.1% | +11.4% |
| 3Y | +114.4% | +17.5% | +96.9% | +93.2% |
| 5Y | +79.6% | +35.4% | +44.2% | +47.9% |
| All | +349.5% | +232.0% | +117.5% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling