+80.9%
MTUM vs CP
+34.0%
+46.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | +0.6% | -0.5% | +1.1% | +0.8% |
| 3M | -0.6% | +0.1% | -0.7% | -1.1% |
| 6M | +25.3% | +7.8% | +17.5% | +21.0% |
| YTD | +23.8% | +22.9% | +1.0% | +13.2% |
| 1Y | +25.4% | +21.3% | +4.1% | +15.0% |
| 3Y | +117.3% | +20.4% | +96.9% | +96.1% |
| All | +80.9% | +34.0% | +46.9% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling