+3.7%
FICO vs MTUM
+117.2%
-113.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.3% |
| 7D | -15.4% | +4.1% | -19.5% | -16.7% |
| 30D | -10.4% | -0.2% | -10.2% | -10.5% |
| 3M | -22.7% | -1.9% | -20.8% | -23.8% |
| 6M | -36.8% | +28.1% | -64.9% | -49.3% |
| YTD | -44.8% | +23.6% | -68.4% | -54.6% |
| 1Y | -39.3% | +26.1% | -65.5% | -51.3% |
| 3Y | +3.7% | +116.8% | -113.1% | -49.8% |
| All | +3.7% | +117.2% | -113.5% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling