+349.5%
MTUM vs CPB
-45.3%
+394.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.7% | -1.8% | +2.5% | +0.9% |
| 30D | -2.4% | -7.1% | +4.6% | -2.0% |
| 3M | -3.6% | -6.0% | +2.4% | -3.4% |
| 6M | +23.7% | -5.3% | +28.9% | +23.7% |
| YTD | +22.9% | -20.8% | +43.8% | +25.2% |
| 1Y | +21.8% | -33.8% | +55.6% | +26.6% |
| 3Y | +114.4% | -43.7% | +158.2% | +124.9% |
| 5Y | +79.6% | -40.7% | +120.3% | +85.4% |
| All | +349.5% | -45.3% | +394.8% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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