+599.3%
MTUM vs CP
+333.1%
+266.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +1.7% | -2.7% | +4.4% | +2.7% |
| 30D | -1.7% | +0.2% | -1.8% | -1.8% |
| 3M | -6.3% | +2.6% | -8.9% | -7.6% |
| 6M | +21.8% | +6.0% | +15.9% | +18.6% |
| YTD | +22.0% | +24.9% | -2.9% | +11.2% |
| 1Y | +25.3% | +20.1% | +5.2% | +15.7% |
| 3Y | +112.1% | +16.4% | +95.8% | +95.5% |
| 5Y | +76.2% | +31.7% | +44.5% | +52.6% |
| 10Y | +340.1% | +223.9% | +116.3% | +177.8% |
| All | +599.3% | +333.1% | +266.2% | +305.0% |
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