+77.3%
MTUM vs CPB
-40.6%
+117.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -2.2% |
| 7D | +1.2% | -5.4% | +6.6% | +0.9% |
| 30D | -1.7% | -7.8% | +6.2% | -2.1% |
| 3M | -0.5% | -6.9% | +6.5% | -0.7% |
| 6M | +22.3% | -12.2% | +34.5% | +22.3% |
| YTD | +21.4% | -21.1% | +42.4% | +21.4% |
| 1Y | +20.0% | -33.5% | +53.5% | +20.6% |
| 3Y | +113.0% | -43.2% | +156.1% | +112.5% |
| 5Y | +77.3% | -40.9% | +118.2% | +80.7% |
| All | +77.3% | -40.6% | +117.9% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling