+181.9%
FANG vs MTUM
+357.8%
-175.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | +2.9% | +0.7% | +2.2% | +2.3% |
| 30D | +2.6% | -2.4% | +5.1% | +4.2% |
| 3M | +7.6% | -3.6% | +11.2% | +8.3% |
| 6M | +17.3% | +23.7% | -6.3% | -4.6% |
| YTD | +38.7% | +22.9% | +15.8% | +12.4% |
| 1Y | +51.6% | +21.8% | +29.9% | +23.2% |
| 3Y | +50.0% | +114.4% | -64.5% | -27.4% |
| 5Y | +237.6% | +79.6% | +158.0% | +90.9% |
| All | +181.9% | +357.8% | -175.9% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling