+177.2%
FDX vs MTUM
+357.8%
-180.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.8% |
| 7D | -3.3% | +0.7% | -4.0% | -3.8% |
| 30D | -4.5% | -2.4% | -2.1% | -3.1% |
| 3M | -7.3% | -3.6% | -3.7% | -6.2% |
| 6M | +7.5% | +23.7% | -16.1% | -9.9% |
| YTD | +35.1% | +22.9% | +12.2% | +13.3% |
| 1Y | +71.4% | +21.8% | +49.7% | +44.4% |
| 3Y | +60.8% | +114.4% | -53.6% | -14.7% |
| 5Y | +65.5% | +79.6% | -14.1% | +0.1% |
| All | +177.2% | +357.8% | -180.6% | -25.1% |
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 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