-38.6%
FICO vs MTUM
+26.3%
-64.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.8% | -18.5% | -16.1% |
| 7D | -19.2% | +1.7% | -20.9% | -18.6% |
| 30D | -14.6% | -1.7% | -12.9% | -14.9% |
| 3M | -20.1% | -6.3% | -13.8% | -19.3% |
| 6M | -36.3% | +21.8% | -58.2% | -37.7% |
| YTD | -44.9% | +22.0% | -66.9% | -46.1% |
| 1Y | -38.6% | +25.3% | -64.0% | -36.5% |
| All | -38.6% | +26.3% | -64.9% | -36.5% |
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