+81.1%
FDX vs MTUM
+26.3%
+54.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -2.5% | +1.7% | -4.2% | -3.1% |
| 30D | +3.8% | -1.7% | +5.4% | +4.3% |
| 3M | -1.3% | -6.3% | +5.0% | +0.5% |
| 6M | +5.0% | +21.8% | -16.8% | -5.3% |
| YTD | +39.6% | +22.0% | +17.6% | +25.4% |
| 1Y | +81.1% | +25.3% | +55.8% | +68.1% |
| All | +81.1% | +26.3% | +54.8% | +68.1% |
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