-2.3%
FERG vs MTUM
+26.3%
-28.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.5% |
| 7D | 0.0% | +1.7% | -1.8% | -0.8% |
| 30D | -10.2% | -1.7% | -8.5% | -9.6% |
| 3M | -0.6% | -6.3% | +5.8% | +1.9% |
| 6M | -6.5% | +21.8% | -28.4% | -20.8% |
| YTD | +4.2% | +22.0% | -17.9% | -12.4% |
| 1Y | -2.3% | +25.3% | -27.6% | -16.1% |
| All | -2.3% | +26.3% | -28.6% | -16.1% |
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