+49.3%
F vs MTUM
+74.9%
-25.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.7% |
| 7D | -3.7% | +1.2% | -4.9% | -4.7% |
| 30D | -0.7% | -1.7% | +1.0% | +0.2% |
| 3M | -1.9% | -0.5% | -1.4% | -3.8% |
| 6M | +16.1% | +22.3% | -6.3% | -4.7% |
| YTD | +9.5% | +21.4% | -11.9% | -9.8% |
| 1Y | +27.2% | +20.0% | +7.2% | +5.6% |
| 3Y | +36.3% | +113.0% | -76.7% | -39.5% |
| 5Y | +49.3% | +77.3% | -28.0% | -17.8% |
| All | +49.3% | +74.9% | -25.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling