+59.4%
FDX vs MTUM
+116.3%
-56.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.3% | +4.1% | -6.4% | -4.1% |
| 30D | -4.9% | +0.6% | -5.5% | -5.3% |
| 3M | -6.5% | -0.6% | -5.8% | -6.8% |
| 6M | +6.7% | +25.3% | -18.7% | -6.5% |
| YTD | +33.9% | +23.8% | +10.1% | +17.8% |
| 1Y | +72.2% | +25.4% | +46.8% | +50.3% |
| All | +59.4% | +116.3% | -56.9% | -6.0% |
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