+34.0%
FANG vs MTUM
-74.7%
+108.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -77.1% | +75.3% | -1.2% |
| 7D | -13.0% | -79.0% | +66.0% | -13.5% |
| 30D | -2.9% | -80.7% | +77.8% | -4.6% |
| 3M | -3.0% | -79.8% | +76.8% | -4.0% |
| 6M | -11.9% | -78.4% | +66.5% | -9.1% |
| YTD | +21.5% | -74.9% | +96.4% | +31.0% |
| 1Y | +34.0% | -74.8% | +108.8% | +45.6% |
| All | +34.0% | -74.7% | +108.6% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling