+60.3%
FCX vs MTUM
+9.7%
+50.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +3.5% |
| 7D | -6.0% | -10.1% | +4.1% | +5.4% |
| 30D | -13.6% | -15.6% | +2.0% | +3.8% |
| 3M | -6.8% | -12.7% | +6.0% | +7.8% |
| 6M | +13.2% | -3.7% | +16.9% | +13.0% |
| YTD | +24.4% | +9.4% | +15.0% | +5.1% |
| 1Y | +60.3% | +10.2% | +50.1% | +34.5% |
| All | +60.3% | +9.7% | +50.6% | +34.5% |
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