+124.8%
F vs MTUM
+599.3%
-474.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +0.1% |
| 7D | +5.3% | +1.7% | +3.6% | +4.0% |
| 30D | +4.6% | -1.7% | +6.2% | +5.7% |
| 3M | -3.7% | -6.3% | +2.7% | -0.6% |
| 6M | +16.8% | +21.8% | -5.0% | -2.4% |
| YTD | +15.3% | +22.0% | -6.7% | -4.1% |
| 1Y | +31.0% | +25.3% | +5.7% | +6.4% |
| 3Y | +45.4% | +112.1% | -66.7% | -25.7% |
| 5Y | +54.7% | +76.2% | -21.6% | -7.2% |
| 10Y | +98.2% | +340.1% | -241.9% | -46.7% |
| All | +124.8% | +599.3% | -474.5% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling