+525.0%
MTUM vs CP
+346.1%
+178.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +6.6% | +2.1% | +4.5% | +5.8% |
| 30D | -10.8% | +9.3% | -20.1% | -13.9% |
| 3M | -13.8% | +0.5% | -14.2% | -14.2% |
| 6M | -10.7% | +10.4% | -21.1% | -14.5% |
| YTD | +9.1% | +28.7% | -19.6% | -2.0% |
| 1Y | +11.4% | +33.2% | -21.8% | -1.3% |
| 3Y | +88.8% | +38.4% | +50.4% | +62.6% |
| 5Y | +51.7% | +26.2% | +25.5% | +33.4% |
| 10Y | +307.9% | +258.4% | +49.6% | +150.0% |
| All | +525.0% | +346.1% | +178.9% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling