+113.0%
FICO vs MTUM
+80.5%
+32.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.2% |
| 7D | -10.6% | +4.1% | -14.7% | -12.7% |
| 30D | -6.3% | +0.6% | -7.0% | -7.1% |
| 3M | -19.7% | -0.6% | -19.1% | -22.2% |
| 6M | -31.8% | +25.3% | -57.1% | -46.0% |
| YTD | -41.8% | +23.8% | -65.7% | -53.8% |
| 1Y | -36.4% | +25.4% | -61.8% | -50.3% |
| 3Y | +9.3% | +117.3% | -108.0% | -48.9% |
| 5Y | +113.0% | +79.7% | +33.3% | +10.0% |
| All | +113.0% | +80.5% | +32.5% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling