+349.5%
MTUM vs CRL
+256.1%
+93.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.7% |
| 7D | +0.7% | -3.5% | +4.3% | +1.7% |
| 30D | -2.4% | -2.1% | -0.3% | -1.9% |
| 3M | -3.6% | +48.0% | -51.6% | -14.8% |
| 6M | +23.7% | +64.7% | -41.1% | +4.8% |
| YTD | +22.9% | +39.5% | -16.6% | +8.9% |
| 1Y | +21.8% | +74.2% | -52.4% | 0.0% |
| 3Y | +114.4% | +39.4% | +75.1% | +77.1% |
| 5Y | +79.6% | -36.9% | +116.5% | +97.9% |
| All | +349.5% | +256.1% | +93.4% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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