+79.1%
MTUM vs CRL
-37.1%
+116.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.9% |
| 7D | +0.7% | -3.5% | +4.3% | +1.4% |
| 30D | -2.4% | -2.1% | -0.3% | -2.1% |
| 3M | -3.6% | +48.0% | -51.6% | -11.1% |
| 6M | +23.7% | +64.7% | -41.1% | +11.0% |
| YTD | +22.9% | +39.5% | -16.6% | +13.6% |
| 1Y | +21.8% | +74.2% | -52.4% | +7.1% |
| 3Y | +114.4% | +39.4% | +75.1% | +89.9% |
| All | +79.1% | -37.1% | +116.3% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling