+34.4%
MTUM vs CYCU
-99.9%
+134.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | +1.7% | -8.1% | +9.8% | +1.8% |
| 30D | -1.7% | -43.0% | +41.3% | -1.1% |
| 3M | -6.3% | -50.8% | +44.5% | -8.7% |
| 6M | +21.8% | -74.1% | +96.0% | +19.5% |
| YTD | +22.0% | -84.0% | +106.0% | +20.6% |
| 1Y | +25.3% | -92.2% | +117.6% | +22.1% |
| All | +34.4% | -99.9% | +134.3% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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