+491.5%
FERG vs MTUM
+595.4%
-103.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -1.0% | +1.2% | -2.3% | -1.5% |
| 30D | -11.8% | -1.7% | -10.1% | -11.3% |
| 3M | -1.2% | -0.5% | -0.8% | -1.5% |
| 6M | -2.3% | +22.3% | -24.7% | -9.9% |
| YTD | +0.8% | +21.4% | -20.6% | -6.8% |
| 1Y | +0.5% | +20.0% | -19.5% | -6.7% |
| 3Y | +51.4% | +113.0% | -61.6% | +17.6% |
| 5Y | +67.5% | +77.3% | -9.8% | +34.0% |
| 10Y | +348.1% | +350.5% | -2.3% | +223.7% |
| All | +491.5% | +595.4% | -103.9% | +317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling