+2,094.1%
FICO vs MTUM
+599.3%
+1,494.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.8% | -18.5% | -18.3% |
| 7D | -19.2% | +1.7% | -20.9% | -20.6% |
| 30D | -14.6% | -1.7% | -12.9% | -13.9% |
| 3M | -20.1% | -6.3% | -13.8% | -19.7% |
| 6M | -36.3% | +21.8% | -58.2% | -52.0% |
| YTD | -44.9% | +22.0% | -66.9% | -58.7% |
| 1Y | -38.6% | +25.3% | -64.0% | -55.6% |
| 3Y | +4.0% | +112.1% | -108.2% | -58.1% |
| 5Y | +99.5% | +76.2% | +23.3% | -2.3% |
| 10Y | +604.7% | +340.1% | +264.5% | +30.0% |
| All | +2,094.1% | +599.3% | +1,494.8% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling