+84.2%
FCX vs MTUM
+114.7%
-30.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.6% |
| 7D | -2.3% | +0.7% | -3.0% | -2.9% |
| 30D | +2.7% | -2.4% | +5.1% | +5.4% |
| 3M | +7.4% | -3.6% | +11.0% | +10.7% |
| 6M | +16.0% | +23.7% | -7.6% | -8.1% |
| YTD | +40.9% | +22.9% | +18.0% | +12.8% |
| 1Y | +56.4% | +21.8% | +34.7% | +27.0% |
| 3Y | +84.2% | +114.4% | -30.2% | -13.0% |
| All | +84.2% | +114.7% | -30.5% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling