+88.0%
FICO vs MTUM
+49.3%
+38.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.9% | -4.1% | +5.0% | +2.6% |
| 30D | +9.4% | -16.6% | +26.0% | +18.8% |
| 3M | -30.4% | -13.0% | -17.4% | -26.6% |
| 6M | -35.1% | -11.3% | -23.8% | -35.2% |
| YTD | -56.8% | +7.1% | -63.8% | -63.5% |
| 1Y | -58.4% | +6.4% | -64.8% | -64.7% |
| 3Y | -26.7% | +85.9% | -112.6% | -63.3% |
| 5Y | +88.0% | +50.0% | +38.0% | +2.8% |
| All | +88.0% | +49.3% | +38.7% | +2.8% |
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 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