+608.1%
MTUM vs CPB
-26.7%
+634.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | +4.1% | -8.2% | +12.3% | +5.1% |
| 30D | -0.2% | -5.6% | +5.4% | +0.4% |
| 3M | -1.9% | +3.0% | -4.9% | -2.8% |
| 6M | +28.1% | -12.7% | +40.8% | +29.8% |
| YTD | +23.6% | -18.0% | +41.5% | +26.2% |
| 1Y | +26.1% | -31.7% | +57.9% | +32.5% |
| 3Y | +116.8% | -41.0% | +157.8% | +129.6% |
| 5Y | +80.0% | -38.4% | +118.4% | +87.1% |
| 10Y | +346.4% | -45.0% | +391.4% | +373.3% |
| All | +608.1% | -26.7% | +634.8% | +556.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling