+0.5%
FERG vs MTUM
+21.2%
-20.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.1% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | -8.9% | -2.4% | -6.5% | -8.0% |
| 3M | -2.0% | -3.6% | +1.6% | -1.1% |
| 6M | -3.2% | +23.7% | -26.9% | -19.6% |
| YTD | +1.5% | +22.9% | -21.4% | -16.0% |
| 1Y | +0.5% | +21.8% | -21.3% | -16.1% |
| All | +0.5% | +21.2% | -20.7% | -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