+244.2%
FCX vs MTUM
+609.5%
-365.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +3.1% | +4.1% | -1.0% | -1.7% |
| 30D | +8.1% | +0.6% | +7.5% | +7.1% |
| 3M | +18.9% | -0.6% | +19.6% | +18.6% |
| 6M | +26.6% | +25.3% | +1.3% | -3.8% |
| YTD | +51.2% | +23.8% | +27.3% | +16.9% |
| 1Y | +75.6% | +25.4% | +50.2% | +34.4% |
| 3Y | +101.7% | +117.3% | -15.5% | -21.7% |
| 5Y | +134.6% | +79.7% | +55.0% | +16.5% |
| 10Y | +724.1% | +359.6% | +364.6% | +32.0% |
| All | +244.2% | +609.5% | -365.3% | -60.4% |
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