-37.2%
FICO vs MTUM
+20.6%
-57.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -3.0% |
| 7D | -14.1% | +1.2% | -15.4% | -13.7% |
| 30D | -7.5% | -1.7% | -5.8% | -7.8% |
| 3M | -21.3% | -0.5% | -20.8% | -21.0% |
| 6M | -25.2% | +22.3% | -47.6% | -27.4% |
| YTD | -43.2% | +21.4% | -64.5% | -44.7% |
| 1Y | -37.2% | +20.0% | -57.2% | -36.9% |
| All | -37.2% | +20.6% | -57.8% | -36.9% |
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