+665.4%
FICO vs MTUM
+349.9%
+315.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.2% |
| 7D | -10.6% | +4.1% | -14.7% | -14.0% |
| 30D | -6.3% | +0.6% | -7.0% | -7.5% |
| 3M | -19.7% | -0.6% | -19.1% | -23.7% |
| 6M | -31.8% | +25.3% | -57.1% | -49.8% |
| YTD | -41.8% | +23.8% | -65.7% | -57.0% |
| 1Y | -36.4% | +25.4% | -61.8% | -54.0% |
| 3Y | +9.3% | +117.3% | -108.0% | -57.4% |
| 5Y | +113.0% | +79.7% | +33.3% | +1.8% |
| 10Y | +665.4% | +359.6% | +305.8% | +18.8% |
| All | +665.4% | +349.9% | +315.5% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling