+46.0%
F vs MTUM
+89.8%
-43.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | -3.1% | +6.6% | -9.7% | -5.7% |
| 30D | 0.0% | -10.8% | +10.8% | +4.6% |
| 3M | -13.2% | -13.8% | +0.6% | -8.0% |
| 6M | -10.2% | -10.7% | +0.5% | -7.6% |
| YTD | -4.9% | +9.1% | -14.0% | -12.9% |
| 1Y | -6.1% | +11.4% | -17.5% | -15.0% |
| 3Y | +46.0% | +88.8% | -42.8% | -6.1% |
| All | +46.0% | +89.8% | -43.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling